Well I love my JVC HA-RX700's, especially after a couple of quick and easy mods, bang for the buck they're amazing closed phones imo, though I tend to stay in the lower more affordable end of the HP spectrum. They can have tons of bass or a little bass, without some EQ-ing I find they're a little bass shy. I also recently purchased a pair of JVC HA-DX3's, which are much more in your face and have more mid/treble detail. They seem even more bass shy w/o EQ-ing than the 700's at this point, but can be increased easily for much more than I can stand. Overall I don't think they're a better value than the 700's (which ran me $33 shipped, the DX3's ran me about $100 shipped). But the difference in soundstage and presentation is quite interesting and enjoyable, I do find myself reaching more for the DX3's at this point, but they're still quite new so I'm working on breaking them in (by listening to them along the way). I listen to all sorts of old and new rock, hard rock, metal, some pink floyd, hendrix for sure, and I enjoy both of them, but I have not heard the 595's or higher quality phones so I dunno if my recommendation is good for you or not.
But the HA-DX3's are closed, and the 700's have a small ring vent around the rear of the cup, they don't really leak unless you're really pushing volume though...beyond what feels comfortable to listen to, but the overall presentation is easily worth the money imo. Though I've read good things about the Koss ur40's, I've also read of guys replacing them with the HARX700's and being happy, though different ears listen for and want different things, frankly I'm quite happy. I've also read good things about modded CAL HP's too...I might have to try those out someday...I had to go with something that would perform better for rock and I wanted the ability for bass without massive distortion when I wanted it, both my sets perform great when I want them to and I can easily remove it when I need, though I run from a PC sound card (Auzen Forte) for either HP so an EQ is within easy reach. Both are comfy, and the 700's with Graphicism's pad foam mod is great, but the DX3's with the velour pads are comfy out of the box for much longer periods of time. Just some food for thought, I'll admit I'm not an uber audiophile, but I do enjoy good sounding music, movies and games, both headphones I've chosen have treated me very well...with the 700 being the most suprising overall. So might be worth looking into for ya, might not though, depends on your source and how much bass you do or don't want and how capable you'd be of modulating it to levels you could accept or if you run w/o eq etc.