Hi Nick,
Decibel Audio is on Milwaukee Ave near the Wicker Park area. It is a small store but they have a good selection of amplifiers and turntables. They have about 8 headphones hooked up to an amplifier, so you just plug in your audio and test each one out automatically. The majority of these are Grados, and these are also the more entry level Grados. They also have a small selection of Sennheisers not on display but if you are interested, they might let you demo them; the guys there seem pretty nice. I tried out some Grados, esp. the Grado SR 325E. To be honest, I preferred the sound of the AKG K240 MKII the most of all the headphones they had; but this was a very short listening session. When I asked about Denon's, they didn't have any on display but said they could order it in if requested.
Saturday Audio Exchange is on Belmont; also a small store but they carry a pretty extensive selection of equipment and are knowledgeable and friendly. In terms of headphones; they have three Grados, 2 PSB's (M4U 1 and M4U 2) and the Sony MDR 1A on display ( this headphone is so crazy comfortable, it's a shame I am not a fan of the pronounced bass on it) I digress sorry. I was not a fan of the PSB M4U 2 but to be fair, they were not connected to an amp at the time so not sure if that would have helped; they are touted for their noise cancellation though.
I did not get a chance to go to Audio consultants yet but I heard that they have a nice selection of hp, so I plan to go to either the Evanston or Hinsdale location sometime this week and will post my feedback here. You could also try out some of the hp at Guitar Center - just find a nice associate and they should be able to let you demo most of their selection. I'm still on the hunt to find any Denon's but pretty sure I will end up having to order them to test it out.
Hope that helps you out!
~Bella
