Well, posting here was the right place to start.
But I'd advise against going out and spending $2500 on a headphone without really knowing what you want. Otherwise, you're setting yourself up for a very expensive disappointment. Almost all of the expensive ones are somewhat controversial. Even the Orpheus has its detractors.
Have you considered what kind of tube amp you're going to build? In my opinion, building one is a terrific choice, but which one? There are a lot of different circuits out there.
An electrostat has much different requirements than a dynamic headphone. I don't believe that any of Bottlehead's amps are designed for them. Stax offers a complimentary amp for their headphones and there are good DIY ones, like the Blue Hawaii available.
Anyhow, if you'd like a recommendation for $2500 or less, I'd buy the AKG K-1000. It's the best I've heard, but then again, I haven't heard them all and I'm a big fan of the AKG house sound. To my ear, AKG gets it right. The AKG K-1000 would run you about $600-$700. They're discontinued, but you can find good used ones. And if you want tubes, the Bottlehead Paramount 300B monoblocks ($1,199) per pair would suit them well. The 300B is (arguably) the best tube on the market. If you're thinking about solid state, take a look at the Dynamite. I'm in the process of building one. I think the total cost will be about $1,000, but I'm not done yet.