I have owned Monster, Sennheiser, Audio Technica, AKG, Panasonic, JVC, Bose, Ultimate Ears, Radius, Earsonic, MP4Nation, and a few others I just can't remember at the moment I am sure. Then at Christmas I bought a pair of Denon AH-D7000 full size headphones and finally found something I REALLY REALLY liked. So since then I tried to find a poartable and an IEM that had a similar sound and ended up buying two more Denon products, 560R in the IEM front and DN-HP700 in the portable front and have found both to be very good and with similar sonic qualities to my D7000. The 560R is a good/great alternative and the HP700 is an EXCELLENT alternative that actually trumps my D7000 in some ways. So I agree about trying everything to find what you like. But I also think if you find what you like then don't be afraid to stick with it. Just don't be afraid to try new things in case someone makes an even better version of the sound you like and also don't be afraid to venture outside of your comfort zone if you don't have to buy them to try them out (head-fi meets are great for this) as you may find something you wouldn't want to use all the time but are perfect for certain genres or situations.
BTW expect a full DN-HP700 review soon