I have had my HD 580's for a couple of years now, and I have used them with just about everything that I can stick 'em in to
. I love them. They certainly do benefit from an amp, as I think all good headphones do, but I will confess that I use them straight out of pcdp's on occasion (ct780) and though they are way off their peak performance, they are light years better than dinky little earbuds or low-fi Sony entry level headphones. I cannot speak to grados or the better sonys however. Volume is lower than normal phones in this sense, but I have never had a problem getting a comfortable level.
As for comfort, these cans are fantastic. I can wear them for hours without even noticing. I have not tried the 590s, but I am sure you will not find these uncomfortable. As for the connection issue, I think MacDEF is correct in that this is no longer a problem.
They have only come loose once, and that was when I tripped over the cord, sending us both flying across the room in a delicate aerial ballet. After dusting myself and the cans off, I plugged the ear connections back in and they have been fine ever since (well almost, but that will be address in another post very soon). They are now relatively cheap (150 or less) at most places, and I think you would be happy with them.
Or, as Sean H said, you can find the 600s for 250 or less as well...If you listen to rock, people tell me grados are very good as well....personally I listen to some lighter rock/jazz as well as electronica and radiohead type bands, and the 580s have been fine for me. Oh well...best of luck...