Mink
Headphoneus Supremus
A Headfi approved system would be the one that is more expensive than your budget allows and/or what you were looking for.
If you for instance have your mind set on Denon D5000s you end up buying a pair of D7000s because everyone tells you so and you may regret not getting the D7000s in the first place
Now on topic: I'd recommend buying Audio Technica ATH-A700s or A900s.
They don't need a very good system to sound great and are decent allrounders.
Their huge soundstage (for closed headphones) are perfect for games and movies....and for music as well.
If you for instance have your mind set on Denon D5000s you end up buying a pair of D7000s because everyone tells you so and you may regret not getting the D7000s in the first place

Now on topic: I'd recommend buying Audio Technica ATH-A700s or A900s.
They don't need a very good system to sound great and are decent allrounders.
Their huge soundstage (for closed headphones) are perfect for games and movies....and for music as well.