Hey Scubadiver,
As I've gone through purchasing a new setup during the last two months I've read tons of reviews about nearly every components out there in the upper price range.
The most important finding that I've had was: listen! You can get an idea of what is out there and worth listening by reading, but nothing can replace your own listening experience.
For example, in the price class where you are looking for equipment there are mainly three headphones available, the LCD2, the HD 800 and the HE 560. There are some others aside, which you can all find in the wonderful thread "Battle of the flagships", and they are all great if you like the sound signature. For me in the end the HD 800 could not convince me in one listening session. Instead, when I heard the first tones out of the LCD3 (I started listening to cans from 1000-2000$) it was immediately clear that this headphones need to be mine.
As the LCD2 is the little bit cheaper LCD3 but sonically very near to it I would always go again for an Audeze, I like the musicality and the Bass is fabulous and it's less fatiguing to me then the HD 800. But - a lot of people really like the HD 800 much more then the Audezes.
Depending on the headphone you can look for an amp - the combination of both can both sound quite different. I finally ended up with a tube amp, because I simply love tubes - it's a pleasure for me listen AND watch all the time
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To name some good amps with integrated DACs it could be the Oppo HA1 and probably the Woo WA7 (which I've never heard so far, but Mike from Woo strongly recommended it over the other Woo amps in the same price region).
If you are looking for a decent DAC and a separate amp you may look for the Audio GD stuff (Master 7 and Master 9) or you may probably consider the Auralic stuff (Vega and Taurus). The latter is great, but above your budget. Questyle could also be a consideration, they have a fabulous DAC/amp combo which is in your budget (according to the review of project86).
Of course the Schiit stuff is also something which you should have a look on. I've not yet be able to listen to it as here in China it's hard to get your hands on it.
I've missed some other good stuff - but the most important thing I've mentioned, try to get your hand in it and listen. What is maybe good to my ears is not good to yours. This makes the audiophile hobby so great - and expensive. No one said it to me so far but - Sorry for your wallet
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Feuergeist