I thought we should pool our collected knowledge and share our favorite headphone related tips and tricks. I'm sure there are a lot out there that just haven't been put together yet on this site. Meier-Audio has a tips and tricks section and HeadWize has the collected Grado mods and possibly others but Head-Fi doesn't have anything yet. I'll start us off:
Don't do any "critical" listening as a storm is approaching or whenever the barometer is rising or falling. It seems to take up to 24 hours after the barometer has stabilized before your ears are back to normal and things start sounding really good and musical again. With the pressure difference between the outside world and your inner ear being different everything sounds flat and dull. So if you're tweaking or rolling or comparing in a critical fashion and not just enjoying the tunes it's just your ears trying to get back in sync with the world.
Try turning the volume down a little after the first song or two. Ears usually become more sensitive to the headphone sound as they get used to that environment. Less volume equals less longterm hearing loss.