There is a reason why more expensive gear tends to be flatter proprtionally to price. Have you tried to equalize your 'phones flat? If not, please give it a try, say, 3-4 days and then judge. I liked the music I had on my headphones and speakers but after applying some equalization I like it even more. Why? Because I get more detail, sounds are more accurate to each other, better soundstaging aswell. After seeing what was lost in the colouration I now enjoy my music much more, sometimes I turn EQ off and get a feeling "Heck, how deaf was I to enjoy music this way, bottom is boomy and highs are screaming, I loose sooo much of the music itself".
You prefer to hear music the way you like but what about hearing it the way it was intented to, how can that be overrated? Nothing really personal but your method has a weakness that disqualfies it from the very begining- it has no reference sound you could tune to. You are blind in your tuning since what may seem to you desirable at first is usually just adding more colouration. That is why it is so important to first get rid of biggest overexaggerations and only later optionally apply taste correction. I myself did this on my 'phones: I first adjusted the reponse to as it should be according to sinegen test and after listening to music changed it slightly.
Believe me as I went through this myself, your ears as well as mine and many other fokls' lie. You never really know what is bad untill you hear it right, which is why giving more or less flat equalization a try is so important.
PS. All the above mentioned arguments apply generally to music with real instruments. If your preference is towards techno/trance/house or alike then yes, you don't really gain much if anything.