How can you fully appreciate what you have without having something to compare them to? You might hear something that's $10,000, but find out that something $2000 sounds just as good. Also, the return on investment dwindles the higher you spend, so I think it's better to start low and go high. The cool thing about this hobby is that the costs of the equipment doesn't depreciate much so you can sell easily. You can always buy used and sell without losing much. It's all about the journey for me.
I suggest you eventually aim for the flagship or good representative models to find the sound you like, e.g., Sennheiser HD600, Grado RS1, AKG K701, Audio Technica AD-2000 (is W1000 a good representative for their woody line?), Denon AH-D5000, etc. Then build your system around the headphone, but you might end up liking everything... These headphones can be found used for well below MSRP. Plus, if you can take advantage of ms live cashback, there are lots of savings to be had.
I don't know if low-end models, i.e. sub $100/$200 phones, can give you a good idea of what a company's higher end product will sound like. I started out with the HD580 about nine years ago which is mid-fi I'd say. I guess I'm recommending mid-fi to hi-fi if you can. Low-end will just be lacking somewhere while mid-fi products will all usually sound good, just different from one another. That's they way I felt while trying low-end phones. I guess I was spoiled early on.
I think the HD600 is the best starter headphone if you have the money. Very forgiving and neutral. It's good as a reference headphone. You may find yourself very sensitive to brightness and/or sibilance and won't be able to tolerate some other headphones.
I bet there are few here that will tell you to get electrostats and forget everything else. That even a low-mid end electrostat setup will top a high end dynamic setup. I have no idea since I've yet to hear electrostats.
Info on live.com plus eBay cashback. I think this promo is still only open to US residents. Not sure. General eBay rule, buy from reputable sellers (very solid feedback) and you should be fine.