I agree that the Perreaux SXH-1 is a great choice.
Amps differ quite a bit in their handling of the treble (delicate vs hard), and in the balance of treble with the rest of the spectrum (bright vs neutral). I think a lot of the amps recommended here by headphone junkies might not suit the more casual (not addicted to detail) headphone listener, interested in neutrality/accuracy. Instead, they may tend to spotlight treble and transients.
The Perreaux SXH-1 is emminently neutral, does everything well, and is cheap at $350. It is a design with discrete transistors, not opamps. It often has a hum when used with low-impedance, efficient phones, that is present even at zero volume (its a new design that for some reason hums in the USA). But you won't hear the hum on Sennheisers, because they demand so much more voltage (so the small-voltage hum is below threshold of hearing). The hum does not get louder with the volume knob, so you'll be OK.
Above the Perreaux's price point, I'd consider tubes. The Singlepower MPX3 is a winner from what I can tell.
I don't agree with fewtch's warning about impedance. He got it backwards, actually. The Sennheiser HD600/650 have high impedance (Z=V/I). You only need to get an amp that provides lots of voltage swing (most any amp will do well in the bass with a high Z phone). A problem with bass control may occur when the headphone impedance is low, ie, not much larger than the amp's output impedance. You shouldn't encounter this with the Sennheisers.
Solid state designs, and tubes with output transformers, have low output imedances, and assuming they swing enough voltage, will work with HD600s. The MAD Ear+ is very reasonably priced for a tube amp, especially if you build it from a kit yourself. But, again, it may not provide enough gain (max out volume control before it is loud enough).
You can even use output-transformer-less ("OTL") designs like the Singlepower amps and some (all?) of the Antique Sound Labs MG Head versions.
There is an upcoming tube amplifier (OTL if I recall correctly) called Chazz. No reviews yet, not shipping yet.
I'm afraid that if I were to listen to many of the opamp-based recommendations here, I would find them bright and lacking in the grace and bloom of the ones I've listed above.
I would not recommend the Grado RA-1 amplifier. After seeing what is inside of it, and listening more closely, it is mediocre at best. A basic opamp design with no extra quality thrown in. It has a nice midrangy balance, and doesn't overemphasize treble or transients (as do many of the popular opamp units proposed here, I suspect... but I've heard very few of them myself, so take with grain of salt).
6moons.com - Chazz headphone amp
DIY HiFi Forum - Chazz! - bcherry, September 18, 2003 at 21:56:30
Nick Dangerous - tube rolling fun, MG Head OTL headphone amplifier
Head-Fi - tube headphone amps? See Hirsch comparisons
Head-Fi - my comments about impedance
Welcome to Mapletree Audio Design
Review: EAR + isn't as good in midrange with HD600
Head-Fi - Ear doesn't drive high-impedance as well as the MPX3
Ear + design white paper
Ear+ Stereo Headphone Amplifier - info
Ear ++ line and headphone amp
Head-Fi - MAD EAR+ and MPX3
Head-Fi - Mapletree Ear+ or MG Head Otl MkII (tubey, good with Senn HD600)
Mapletree Audio Design Ear+ Amplifier (Tube) Review by Steve A at Audio Asylum
Head-Fi - Picture of inside MAD Ear+ Purist HD
Head-Fi - Giving up on Perreaux SXH1 - hum in both units
Head-Fi - Perreaux SXH-1 Headphone Amp at AA
Head-Fi - Perreaux SXH-1 Headphone Amp, vs Grado RA-1
Perreaux SXH1 review
Head-Fi - Perreaux SXH-1 pictures, Grado RA-1 comparison
Head-Fi - breaking in the MPX3
Pictures of older MPX3 and Supra
Head-Fi - pictures of newer MPX3
Head-Fi - Yet another MPX3 owner
Head-Fi - Singlepower tube rolling thread
Head-Fi - Singlepower Supra and MPX3 headphone amps
Head-Fi - What's bad about MPX3??