Ultimately, you bought a pair of speakers, they are just strapped to your head, with all the obvious advantages and disadvantages that come with that arrangement.
I'm sure you've noticed the disadvantages at this point: primarily, for stereo recorded music, headphones do not give the proper crossfeed and spatial cues that a lot of 2-channel music was engineered for. On the other hand, modern music production is increasingly being mastered for headphone listening because - ipod generation. Only a small percentage of people are sitting in the middle of the 'sweet spot' of their high-end 2-channel (or 2.1+) rig.
As far as sound goes, the LCD2 is not necessarily representative of all 'audiophile' headphones. The sound you are looking for might just not be represented in headphones without strapping a Subpac to your back (actually, you may want to check it out). The sound from the LCD2 is quite laid back. It is by no means the best headphone for dubstep, and more aggressive electronic sounds. However, you may start finding that it sounds very good with other types of music - listen to a wide-range of music, seek the best from many genres before you give them up.
I love speakers, but it is not practical for me to have them around anymore. Used to have a killer car system, but the sub-woofer took up now valuable trunk space. There is no headphone out there that is going to reproduce that experience.
That said, I've always enjoyed the intimate listening that headphones can provide. I use them while I work, edit video, make music, game and walk around. The right pair of headphones, then, for me is hugely valuable.
You also may just want to try something out. Check out
@Hawaiibadboy
bass threads. You may find something (perhaps Fostex TH900?) that can compliment your speaker setup when you aren't using it. Or keep the LCD2 if you find it provides you a sound that your speaker setup doesn't providing you enjoy it.