Good post with good links.I was in the same boat years ago. There were no popular tutorials and actual quality EQ data. Only GEQ (graphic equalization) which was rather challenging to get right.
PEQ (Parametric equalization) is something else entirely, with the quality data available from sources like AutoEQ, it's easy to set up, use and play with, thanks to the multitude of software available that supports PEQ.
The functions behind PEQ are able to generate complex EQ curves with just a few parameters, and the data from AutoEQ are based on quality measurements. For example oratory1990 measures headphones pre and post PEQ (with Harman response as target, in most cases, LCD2C here).
Also agree with @Neweymatt , more expensive headphones are supposed to be more technically capable, but that doesn't mean their tonality can't be improved to taste. Good new is that more technically capable headphones will take equalization better, with less distortion. The fact that one is able to precisely change the "source" digitally, only adds to the fidelity of the end result, as opposed to physical mods or quirky out of the box tonality.
Of course not every headphone will sound good equalized to Harman. For example to my ears the Clear equalized to Harman (either Innerfidelity or oratory1990 data) sounds sterile and boring. On the other hand the LCD2C are saved by it (although I do boost the bass a little higher than Harman ).
I've been EQing my equipment since the 70s. I can't imagine not tweaking. Having such tools and resources readily available is luxurious.