I took that route and bought a pair of Alpha Dogs in hopes to upgrade to Alpha Primes. Unfortunately they were too heavy for me and I couldn't stand their weight. Every time I put them on, I got a strain in my neck that I had to put them back in the market immediately. I liked their sound signature though & they definitely had a wider sound stage than HE400i.
If I had to stick to their line for that sound signature & stage, I might have to step up to the Ethers as they weigh less, but that's beyond my budget. If you have a few recommendations, please feel free to suggest.
This is my upgrade path so far.
Sennheiser HD598 -> Philips Fidelio X2 -> Hifiman HE400i.
I consider the sound stage of HE400i to be narrow because of the previous headphones HD598 & the X2 which had very wide sound stage. But I like to bass on the planars than the other two, to the level that I began to think X2 has bloated bass.
I started with a HE-400 then added a HD-598 and Fidelio X1, I've since given away the HD-598 and the X1 gets used very little but I still like using it when watching movies and I need something easy to drive. Tried an X2 but sent it back since it was very similar to the X1.
If you can handle the highs then a HD-700 might be something that you can try, its also fairly cheap these day, $430 from Amazon, sound stage is great, bass goes low and is never muddy. Since you have the Polaris you might want to try the HE-560 since its good with warmer SS amps, and the other economical recommendation is the K7XX from MassDrop.
I don't thing the Ether will make you happy since its bass lite IMO but does have a pretty good sound stage, the Ether C might be better but as you say they are out of your price range, I liked the Alpha Primes that a friend has but I also felt them being too heavy.
If you can DIY then a Ypsilon driver in a Grado style wood cup with EZ G pads might be a option. Last thing that I can think of is a Stax SRS-3170 system, includes headphone and amp.