I disagree with the idea that Grados don't need amping. I think that's based on a common misperception, one that leads people to dismiss Grados as being overly bright. I've lost count of how many times non-Grado people have criticized the Grados as being too aggressive, even harsh, to the point that they could not listen to them for more than a few minutes. That's because these people are used to cans that were darker, cans that valued the bass and had rolled-off highs allowing them to crank the cans up. Cranked up, their darker cans had lots of bass and just the right amount of treble.
Now, they're getting the treble but not as much of the bass. When they crank up the Grados to get more bass, they're getting too much treble and they're wandering through the desert, clutching their ears and yelping as they go.
That's because the Grados need amping to restore the bass that was lost because of the open-air design. Quite a number of dynamics want that transparency that comes out of the classic Stax designs. The open-backed headphones provide that transparency by eliminating the excessive resonance and standing waves produced in so many closed-back headphones. But since LF waves are omnidirectional, most of the bass is leaking, which leaves the listener feeling that the headphones are unnecessarily "bright."
Without a solid amp, you don't know what you're missing. Yes, the headphones will work and yes, they still sound great, but if you want that wonderful, warm, hearty presence that the headphones are capable of producing, you need a decent amp. You don't need a thousand-dollar amp, but you should be prepared to spend at least a few hundred dollars on something a little higher in the food chain. A well-powered amp will not just give you volume (which you don't need with Grados). It will give your headphones the power to really let that bass come in.
Without a good amp, you're only getting half of the Grado experience.
Now, you may say this sucks, that Grado shouldn't make their headphones like this, but it's the price you pay for that wonderful, crystalline, sparkle. If you buy certain headphones, like the Senns, you may end up having to get the right amp or the right cable to bring out a fuller HF. With the Grados, it's just the opposite. You need a good amp so you can get a fuller LF. But make no mistake about it, with a decent amp you'll be blown away by how well the Grados give you the best of both worlds.
And when you have the proper balance of bass, you won't need to crank the music up and the treble won't hurt your ears.
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