I generally listen to Gilbert Kaplan's 2003 DGG recording of Mahler's 2nd, the fifth movement. That is a superlatively good recording that captures the various parts in the right dynamic range with great detail.
Depeche Mode's "People are People" IMO is THE song to test out headphones with. Tremendous drum play right at the open combined with basic rock instrumentation and synth sounds really covers the full spectrum of sound.
Great workout for your cans.