Make sure to check out Hawthorne Stereo if you to the 63rd-and-Roosevelt area. I don't think they've got Beyers, but they've got some Senns and an AKG, and the MG Head (!). They've also got a killer selection of sources and good service. The salesguy I talked to was quite nice.
Oh, and they match prices on stuff they've got; if you find it for lower online, give them the URL. They won't match the price though if the online vendor isn't an authorized dealer of the manufacturer, though, although you might get them to give you the product for retail price and no sales tax. (actually, sales tax + product cost = retail price of product)