I test with a bunch of stuff, but I have an old tradition of going to the first two Boston albums first.
Here's a few concatenated sample songs:
http://www.youtube.com/watch?v=E98nCeCIpzo&hd=1
Peace of Mind, 00:00 - 05:03
Opens with acoustic guitar and tambourine, then rich electric guitar. I can usually tell from the first 30 seconds if I definitely dislike the headphone.
The Journey, 05:03 - 06:50
The long, deep bass note after 05:29 should have some weight behind it. It sounds wimpy and veiled on some headphones. It is normal to hear noise in this track.
It's Easy, 06:50 - 11:16
08:35 - 10:06 runs a gamut of acoustic and various electric guitar tone, cymbals, left and right vocals. The acoustics at 08:59 should be forward and clear. The kick at 09:10 should have some impact.
A Man I'll Never Be, 11:16 -
Sounds awesome on pretty much anything, play it loud and it should work. If the lead guitar solo at 14:48 sounds bad, your setup may be broken.
Some stuff that trips up some cans:
BlazBlue OST - MotorHead (Iron Tager):
http://www.youtube.com/watch?v=gvJk9m_PNgw&hd=1
Opens with bass guitar and some heavy sub bass that won't be reproduced well by some headphones.
There is a section right after 3:17 that gets extremely busy and loud, some cans may fall apart here and sound too congested and overly strident.
Bone Thugs N Harmony - Mo Cheese:
http://www.youtube.com/watch?v=Ias1UIqjT9U&hd=1
Bear with me and click it anyway. This track has a strong bass line and kick, which should not interfere with the well-mic'd acoustic guitar and female vocals. It gets a little NSFW-sounding after 1:45.
Chris Potter - It Ain't Me, Babe:
http://www.youtube.com/watch?v=W-B6AP8Kljg&hd=1
The bass clarinet should be full and textured. The HD650s I sent back were better at this than my Denons.