That's not true. Grados can sound very good with electronic music as well. For the type of dubstep you like though, they might not be the ideal choice. I think Grados can actually sound very good with more slow paced and ambient electronic music but lack the bass depth for dubstep that goes down to the really low frequencies. Even then I would not call them bad, just that there are other headphones better suited for the genre. I'll throw my vote in for Ultrasone. Or you might also want to consider the Sony XB series. The Denon D2000, 5000, 7000 series are also good choices but probably out of your budget.
Nice taste in dubstep by the way, I prefer the older stuff a lot more as well. I'm not sure what happened to Skream, I loved his early stuff but I listened to the Magneticman album the other day and I realized it might be time for me to move on from the genre.