Generally speaking, the better the headphone, the more you can benefit from adding an amp, the nice benefit of getting a portable amp/dac is that it works great at home too, gives you a lot of versatility. I'm guessing you are using an iPod/iPhone or smart-phone, the built in amps are pretty cheaply made, so almost any amp will be an upgrade. I have a Ray Samuel's Predator DAC/Amp, Grado 325i's for home and Sleek SA-6's for my portable rig. I noticed right off the bat the increased amount of low level detail (rays is a genius at design and creating a very silent background, or "Blackground" so that more of the softest delicate sounds make it to your ears) and the air around instruments, you could sense the size of the recording venue and the position of the players.
The greatest thing now days is the huge selection of portable amps, and many are very good at bargain prices. My amp was a bit spendy, $475, but I have never regretted buying it. Many amps have a switch to change the output to match your headphones, as many IEM's are ultra efficient, and many home cans can be a lot more demanding to drive. When I bought my amp I deleted all my MP3's, re-ripped my entire collection to Lossless, I really rediscovered my music collection, hearing things I never noticed before. A cheap built in amp can be fatiguing, where for no explainable reason you just get tired of listening and the Joy is missing. With a good amp it will make you pour through you collection, searching for gems and favorites as if you have never heard them this "real" before.
Amping is the next step really, you won't regret it !
