The A900 sounds much better than the HD 25 straight from the ipod but it's not very portable. The same could be claimed to a lesser degree about the Beyerdynamic DT 660, DT 250-250 or even the Sennheiser HD 280 but again, these aren't as portable as the HD 25. If open headphones are ok, you could also run the HD 595 directly from your portable player and better results than with the Hd 25.
The Etymotics ER-4S, or simply canalphones in general, is a tricky issue because if used in conjunction with foam plugs (a bit uncomfortable) or Shure's soft flex-sleeves (best) and something that has lots of bass boost (which also raises the lower midrange a bit), I would even say that it sounds better than the HD 25. However, just with the normal triple flanges and no EQ, the Etys sound thin, bassless and lifeless to my ears - especially in a portable situation. Moreover, canalphones offer a completely different sound representation than full size headphones and you could say it's very much a matter of taste. Further, don't forget the excellent isolation you get with canalphones which adds to better overall sound quality in a noisy environment.
The HD 25 doesn't sound the best (especially if you budget is 300) but if you consider the usual purpose of closed headphones, that is to provide a fairly amount of portability, there's hardly any other headphone that fulfills the 'mission requirements' (sound quality + portablilty) in a more satiffactory manner - other than canalphones, which as mentioned is a different issue altogether.
Again, for best unamped (and even amped) sound I'd go for the Audio Technica A900 if closeness is mandatory. The AKG 271 also sounds very good if paired with a decent amp but I find more difficult to speak out general recommendations for this headphone, mainly due to the bass, which can be too anemic at times making the music lack a solid bass foundation. Again, whatever suits your preferences but I personally prefer the A900 even if driven from a highend source and various expensive amps (tube or solid state). The Beyerdynamic DT 770-80 is also very nice, the bass in particular, but if you consider that the A900 sounds good out of anything (even the ipod), the Audio Technica headphone is the more complete one. When driven by an amp, it's more like a matter of taste between these two. While the A900 has a more woolen feel to the sound in general coupled with a fairly envelopping 3D soundstage (at least the amount of 3D you can get with headphones...), a very nice lower midrange and bass - making for a solid body - whereas the Beyer DT 770-80 has a more pronounced mid/upper midrange followed by a slightly recessed treble with also less extension than the A900, a very, very nice bass (strong and tight!) and a slightly smaller soundstage (width). The AKG 271 has that colored but also quite nice sounding midrange (probably the best among these three), well-extended and articulate highs, ok soundstage (less than A900), but lacking overall bass impact (although tight and detailed). There have been notions about a recessed midrange on the A900 and I sometimes hear it and sometimes don't; something to look into. In any case, they are all good and it's more a matter of preference and music used.
On a final note, considering that my opinion about closed headphones has been ever changing a bit during the last couple of weeks (although I believe it has come to a halt now), especially in terms of A900 and AKG K271, you might better consult with somebody who has a fixed opinion on these matters.