[RMac]

Been a faithful owner of the He-400's for about a month now.. I love every inch of them.  I definitely plan to hold on to them for a while, but I'm wondering what else is out there?  Let's say no more than $700.  I have the Fiio E17 and the Aune T1 tube amp/dac. 
 
Tastes:  rap, electronic, indie (>> indie folk, indie pop, indie rock, indie rap, indie dance music, experimental indie, lo-fi indie, dream pop, shoegaze, post-rock...all kinds of indie really.  If it ain't mainstream, send it my way), hardcore, metalcore, 60's, 70's, 80's... the list can go on and on. 
 
Obviously these are a lot of genres and the first instinct would be to say "hmm.. you must want all-rounders" Not necessarily.  My preference is for indie.  Also, I like open phones but open vs. closed does not matter. Doesn't have to have too much bass, but I can't tolerate "bass shy" phones either.  The amount of bass that the HE-400's give is adequate.
 
What's important to me, I find, is separation, separation, separation.  and good soundstage.  And while I say that, one of the phones I'm interested in hearing is the Grado RS-1i.  "Fun" is a good adjective as well. 
 
So,
Hifiman HE-500
Audeze LCD-2 (providing I could score a used pair for less than $700)
Grado RS-1i
Allesandro MS-Pro
Audio Technica AD-2000
 
I've never heard anything from the Shure, Beyerdynamic, AKG or Sennheiser line.. any input on ~700ish phones from them is also appreciated.

 

[NA Blur]

HE-500
LCD-2 Rev 2 Bamboo ( sale ? )
Denon AH-D2000
AKG-K550
 
Another thing to consider is a different amp.  The HeadRoom Desktop Amp is well within your price range.  You should give it a try as well.  I believe they have a 30-day return policy if you end up not liking it, but once you hear it you will not want to let it go.
 
http://www.headphone.com/headphone-amps/headroom-desktop-amp--dac.php
 
The Grado will not even come close to the other headphones you list.

 

[MalVeauX]

Heya,
 
Frankly, there isn't a true upgrade to the HE-400 in the $700 range in my opinion. While some may be technical upgrades (like the HE-500), it's not all about technical stuff at that point and it really comes down to flavor and taste and what you like. I would actually probably put you more and more on the LCD2 used based on your music tastes.
 
But that said, I think you could benefit from tasting your Orthos off of an amplifier with a lot more juice even though it's efficient. Maybe look into something with more current output.
 
Also, maybe spend more than a month with some equipment before already thinking "upgrade." Otherwise, be prepared to go broke.
 
Very best,

 

[RMac]

It ain't trickin if you got it, Mr. Malveaux.  Meaning, if you have the cash to spend, and you're well aware of your financial position, there's nothing to worry about. 
 
That being said, a lot of extensive research goes into my purchasing decisions.  I believe you commented on a thread of mine way back in April 2012 (edit:  actually in March)--and I had only pulled the trigger on new headphones in December.  haha.
 
ANYWAY, good advice about focusing on a new amp, I will take that into consideration also.  There's no doubt that with the jump in price in headphones, a good amp will be essential for them to sound the best.