Hey champ... welcome to the boards! Most people here are completely happy to help people who've put in some serious thought as to what they want, so you've definitely gotten off on the right foot. As to people who don't think that headphones are worth their dollar... well, if you're happy with it, why bother with them right?
I know you said that you might not be looking for an amp, but I'm going to go along with some of the other folks here who've suggested that getting one would do you some good. I personally found that proper amplification can quite drastically improve the sound quality of a headphone... and if you're going to drop $500 on one 'high-end' one, you're quite surely going to want an amp eventually.
I've got fairly limited experience with the numerous headphones compared to many of the members here, but of the ones that I've tried (in addition to those in my sig, I've also played around with Beyer 770s, 880s and 990s, as well as AKG k701s and various Audio Technicas, Grados, Senns and IEMs), I'm going to go with Grados as well. I happen to have a liking to hardstyle and similar genres, and nothing really gets me nodding like the Grados have. Kamui, anyone?
The usual story: the Grados generally have a forward presentation which makes you feel like you've got front row seats to a rock concert. They've got clean and punchy bass without much bloat at all and a very lush midrange. They're very fun and engaging cans indeed. Personally, I'd turn to my Denons if I felt like a bit of analytical listening, jazz or vocals, but I'd slap the Grados on if I feel like listening to dance or rock music.
... which reminds me: closed cans are usually less preferred to open cans for some percieved reduction in SQ (largely because of resonance issues), but many would agree that a good pair of closed cans are nonetheless capable of being thoroughly proper headphones. One example of such a can is the Denon D5000, which I so happen to be using. To my ears they're richer, more detailed and accurate than any of my other cans by far. I don't recommend it for your particular tastes, but I felt it might be good to suggest that closed cans aren't all that bad as you believe them to be.
Back to the Grados though...
Most people here would recommend you the RS-1s, which I would have no problem agreeing with... but with your budget, you might want to go with the 225s (which many report do fine without an amp) for now because you'd not be able to squeeze in an amp with the price of an RS-1. While it's great to take your time and read as much as you can about the headphones, the best option of course is to try before you buy, and preferably listen to your own tracks so that you know precisely what you're getting yourself into. In the end, you'll certainly find that the only thing you can really trust for headphones are your own ears.
I don't think I'd be a competant advisor with regard to amps for the Grados - my two main amps built by Justin of Headamp.com have served me very well since my initial foray into headphones, but I wouldn't be sure if they were the best options. No matter, I'm sure the other members would provide you with sound advice.
Good luck, and happy hunting!