Have you auditioned the LCD-4, perhaps worth a try..? If your looking for warm-ish sound, they work very well with Dave.
As regard to power conditioning, I found greater difference with a speaker set up, in fact when I removed my power conditioning it was so bad I gave up...!
With a headphone setup direct from Dave, try some Supra mains shielded mains cable. Always try before you buy and make your own decision.
I do not have the demo Blu2 yet so unable advise on power supply, but for me speaker System (power first) as the result with Dave (alone) was conclusive IMO, headphone not so sure..?
Can anyone advise about interference between DAVE and wi ROUTER/cable modem/WiFi transmitter? How far away should these kinds of gear be from DAVE? I have an Aurender that will be my digital music server and it needs to be connected to a WiFi Apple Extreme. Also have a large LED TV and FIOS modem near by. I just put in a dedicated AC line and don’t want to worry about wireless interference with my DAVE. Any help here appreciated.