What exactly do you mean by liking your music "bright and warm?" The two terms are pretty much polar opposites - "warm" implies a tonal balance that is shifted towards the bass, with a soft(er) treble, while "bright" implies treble emphasis. The HD595 is certainly on the warm side of the equation. I haven't heard the SR225 in a
long time, so I won't comment.
I don't think Grados would be useless for gaming, but they certainly aren't as good as something with much more soundstage, like the Beyer DT770. I don't have any experience with the HD515, but for gaming specifically I would recommend the DT770. I wouldn't recommend it for rock, though - too much bass and a rather shrill treble. They're great for electronica and anything that's very bass-heavy; not so great for anything where midrange (voices and electric guitar) are important.
Just to complicate things even further, for $300 you can get the Stax SR-001 Mk II system. It's an electrostat, so it won't have the impact of the SR-225, but it will have a midrange that few headphones can touch, combined with speed and detail that's to die for. It's not really all that comfortable, but as an electrostat with an amp already included for $239, + some spare change for an AC adapter, you can't really go wrong.