I do consider the MG Head OTL a bargain but to some extent, spend more still equals get more. If you have more money to spend there's almost always better. And if you get the best, there will still be better eventually.
If you can afford more, the Melos SHA-1 is definitely better than the MG Head OTL, IMO. And for a couple dollars more, the RKV is probably better with the SHA-1 with the HD600. And if you're still not maxed out, I'm told the Cary SEI is pretty worthy with that headphone.
If I upgrade cable, it will be to the Cardas. I'm not interested in hacked cables like the Clou. If I want that I'll build it myself. Do a web search for ven haus power cables when you're ready for that but unless you have real noise problems, save that for last.
For me personally, though the HD600 is growing on me, I'd not consider it "perfect" with any amp/cable combo. And I'd have to at least hear the Stax and Orpheus to even claim something to be the best.