you started off on a good note with the sr225, they are one of the few fones that i think are worth a damn. if you're wondering if the step up to rs-1 is worth it, i certainly thought so. it really depends on how much of an improvement that you notice, some hardly notice at all and stick with the sr225. try to find them at a nearby audio store to demo? i also have a set of beyers (dt-931), but i really dislike the 770. 931 on the other hand are one of the cleanest sounding fones that i've heard.
i haven't heard the ue10, i think custom molds is a little over the top but whatever, people do their thing.
i used to own rs-1 & etymotic er-4s and i can definately say that they were great compliments to each other. anytime i wanted to enjoy music @ home i used rs-1 and they are easily my favorite fones out of all the other ones i've tried. there's nothing that sounds better for guitars btw. these were made for rock and electronic stuff. the dynamic drive that these have make you follow with the music. when you want less color say for complex music and movies, the ety 4s handled that really well. i only used them portably straight out of a rio karma however.
rs-1 can sound good out of anything, but an amp certainly tightens up the sound a bit. i highly recommend trying to obtain a diy portable amp called cha47. it fits inside an altoids mint tin case, really tiny. it's the only portable one that i liked with rs-1. i'm actually getting a new one built at the moment and i can tell you who to get it from if you're interested.
people get into a frenzy about which pads to use with grados, it's really not that big of a deal. i would only use flat pads for the old style grados such as sr-200 and hp-1, or if the bowl pads are uncomfortable to you (which was the case for me). so sr225 and rs-1, i recommend sticking with the stock pads because they sound better to me. if you revert back to the flat pads, the bass gets bloated and muddied up and treble tones down also. the difference isn't as drastic as people make it out to be.
you're probably wondering why i don't own those two fones any longer. the reason is because ever since i found a set of speakers that i was happy with, i hardly ever use headphones at home (rs-1). the ety on the other hand were great, but i had serious comfort issues with them, i felt violated each time i put them on. i am now using earbuds made by audio technica, the ath-cm7ti. i am using them with 4th generation ipod photo (color screen) instead of the rio karma because it sounds 'funner'. these have a completely different sound signature from the etys, but i am really liking them so far... i did however keep the beyer dt931 for home use. they're not only comfortable but sound good for all purposes, definately a keeper.
1200euro ouch, yeah um i never buy any audio gear new unless it's under $200. i got my rs-1 on audiogon.com for $400, i'm sure more will turn up, just stay alert until they show.
if later on you want to improve on your setup at home, rs-1 sounds really good with rega planet 2000 cd player. i know you can find those cheap, especially since that model is being phased out now.