if you are budget restricted, then it's best to stay single-ended for the time being, and use the adapter...
to use the headphone balanced, the source and amp must both be balanced, and connected using XLR cables.
to get into a balanced amp, it's bound to be at least $700 for the cheapest one i can think of.
for a balanced source, $250 to $300 or so for one of the chinese made DACs (like matrix mini-i or little dot dac).
add another $30 (bare min) for cables, and you're looking at over a grand just to have entry level balanced.