Tuning a musical instrument by ear is a lot easier than most people think, and doesn't require much auditive acuity either.
I don't know about the headphone makers and companies, but measurements made at Innerfidelity.com are made with pure tones... those have almost nothing in common with music.
Basically I started seeking for better headphones and audio setup in December 2009 when I pre-ordered Manenjushaka ~ Nada Upasana Pundarika by Demetori, on Palet-web and taken from the Comiket 77. I waited about one month after the album first became available for download online, to listen to it for the first time on my copy. The theme of Utsuho Reiuji on it is still one of my longest-time favorite song and is always the first track I listen to when I try a new headphone.
My first headphone was a Razer Carcharias (yes, gaming headset, lol) and DAC, a Creative Sound Blaster X-Fi Notebook, but it sounded good enough, as an upgrade from almost nothing. I also bought my first computer speakers.
The real Touhou games sound MAGNIFICENT with Grados. Two people said something about it, the games as a hole are an otherworldly experience to live, but the music remains the biggest part, while entirely belonging to the games. ZUN is a music composer first and foremost and was seeking for the best way to make people discover his music. He first wanted to make fighting games but these were already all over the place in Japan's arcade at the time, so he opted for vertical scrolling shooters.
I'm very happy I found someone else who thought the same loving thing about Grado and Touhou music (basically, my avatar) and posted about it! My biggest surprise is that it comes from someone who didn't like Grado in the first place, and in a thread not explicitly labeled "Touhou".
Here's the song the OP listened to: http://snd.sc/Km01rs