I feel your pain.
I have lived here all my life and there used to be a thriving audiophile culture, interesting shops, and such, but the last place to audition and purchase a pair of Grados closed when Houston Audio Concepts went out of business, actually, slightly before, they kept the price similar rooms, from good budget NAD gear, or Vandersteen, even Denon, all the way to the room of planar speakers, maggies, MLs, and lots of gear sourcing them well over a grand, then a few more rooms later you had 20,000 dollar Ayre gear, and exotic stands, room treatments, speakers that easily cost more than my car, dual mono block tube amps the very ones Stereophile, or perhaps it was TAS, as the reviewers best he had ever heard, they then became the bar to which reviews after were held to, and the home theater room, which was an actual million dollar installation used as a demo. Massive Krell amps, amazing stuff, all custom, even the chairs that vibrate with the right DVDs. They sold good cable, and I bought Vampirewire ICs, some NAD gear, almost bought a set of vandersteens, but A1 Audio&Video is where I bought my PSB towers, though they sold mega buck per foot cable, modest WireWorld ICs was plenty for me, and some 4 conductor cable for the speakers. They also sold high end tube gear, and did something cool, and acted as a local Audiogon, as they had a good collection of well taken care of used gear, hell you could even trade the better hifi gear for something else... they didn't care if you came in all the time and lusted over stuff. All n' all, I was a happy budget audiophile that was beginning to save up for better gear, at the time, I was looking at Arcam, anyway, I still have my NAD integrated and my PSB towers, but when those places went out of business it sucked.
Audio Concepts sold Grado phones and carts. I had bought a Grado cart there before, and I returned to go ahead and make the jump into the cans, but the store shifted gears to home theater, as "The Home Theater Store", which was the one B&W dealer, as well as Mcintosh stuff )but also rotel, arcam, Paradigm speakers, and other brands. They were not a NAD dealer, as they considered them to be not high end enough, which is fine, but I actually was looking for something good, and one salesman made a joke that implied I was just some guy not serious about buying anything and just wasting his time.
There are two audiophile shops I know of, one is Sound World on bellaire towards the beltway, so it would be just inside the beltway in chinatown. I was looking for something from Bryston, and it just so happened they were a dealer. That place NEEDS to stock headphones, and I have spoken to the owner, a very nice man that doesn't mind you cannot afford the 40 grand system you just placed your CD on, and sit back to be extremely jealous
I remember them being more tube friendly, as they carried less SS gear than tube gear, integrateds, preamps, monoblocks, and I am fairly sure a SET amp or two. Since we are blessed with some good public radio stations (below 92mhz is pblic, and I know KTRU still plays vinyl if they have it, so there are many MagnumDynalab components about. Their speakers span everything, Sonas Faber (drool), Thiel, Rockport, etc, much of what Audio Concepts sold... their cable and ICs are certainly reflecting prices I see in, say Stereophile, but as they are two channel only, and purists, you would be better off bringing records to play on their 10K and much more priced turntables (the usual suspects like Rega or VPI to more exotic)
They don't sell phones...
Near there is another store geared a bit more towards home theater, but they do have a good budget audiophile selection, and some of the higher end as well. They loved Anthony Gallo towers, but they had all kinds. No phones.
There is another shop, I forget, but I was told by the owner of one shop I know of, and he said headphones just don't bring people in... I agree, we are a more niche market than 2 channel ultra high end. I could easily spend over 100k on a system for 2 channel with the stores that are still around, but if you want headphones, you are going to have to visit a music store that sells production gear, like guitar center. Now, they often do not have a lot of good cans, but Evan's music City is top notch when it comes to pro gear, and they do have some decent cans. I bought both my Beyers at guitar center, DT770s, and later, DT880s.
There is the Houston Audio Society "HAS", a very active Yahoo group, and trust me, these guys know their stuff, ad where to get it, probably more than I do. HAS kindof picks up where where things were left when some of the good stores closed. They will give you every last piece of information on Houston hifi, in all it's forms. Check craigslist too, as people put up insanely good deals sometimes. A person just wanting to get rid of something fast (how I got my sr325s and k271S originals).
I have got by from using the net to order a lot of my gear over the years, good DACs, tubed pre, NAD c160 to match with the amp section in the c350 I bought from audio concepts so long ago. There is a guy that restores your late 60s-early 80s higher end gear for a great price. If you have a nice wallnut cabbed Marantz that needs to be alligned and some of the lights don't work, or just it turns on but no sound, or I almost bought an Onkyo Model, I forget, but it was called a Model (number) but the guy also had the mint condition matching tuner, one of the best tuners ever made. This was a steal too. Even with the cost to fix the integrated, it was about a quarter of it's true value I would have paid.
Other than that, not sure what to tell you. I wish us Houston headphiles could talk one of the few high end hifi shops around to stock some headphones. Not all of us think Polk is the best money can buy (still great HT speakers, though), and the headphone isle at Frys of Best Buy has whatever their most expensive pair as being top of the heap. The guys on HAS are cool though, and do a lot of DIY, share tech info, and are just generally dedicated to the pursuit of good music and what it takes to enjoy it on a personal level, whether speakers or phones, the ethos remains the same. The only difference is there is a bit more relaxed position on thins like tone and EQ with phones, but with speakers, everyone is fairly purist. The gear sold at Sound Wold alone would cause a 2 channel audiophile to feel like a kid in a candy store. I felt kindof cool to be listening and checking out gear I will probably never be able to afford, but I also thought I would never be able to hear it too.
I know that it's not the most pedestrian city, but in the corporate environment, you almost look silly without headphones, except I am the only one with a little tubed headphone amp and an e-mu 0202 as a DAC on a desk. I managed to sell one person onto the potential when I sold him my denon 1001ks, since I had the Auvanas, which I modded, so I preferred them. He is almost never without the cans on, and I showed him other brands and more expensive phones, to which he occasionally will research. I just wish more people kept an open mind. I know one guy that will not put anything on that is not bose. I did get another to buy some porta pros, because at that price, why not try?
Many people here have connections to "a guy". The "guy" always has dealer accounts at all sorts of places and can get things at cost. I don't know how many times I have got something from "the guy", but from bookshelf speakers to 60" plasma screens, the guy always seems to have it. What I am saying is take the social route. Ask around and check out HAS and sound world and this other place, near there, closer to harwin, so it is easy to miss amongst the harwin markets. Yealp,com seems to have a ton of houston entries, so there may be something in there.
I know where to get the best deals on lots of stuff, but headphones, it is a lucky used find or a pro music shop.