I felt (and still slightly feel) exactly the same way you do right now! I auditioned the HD650 last year and tried so hard to hear a difference between it and my audio technica A700s and I just couldn't do it. As a result I stopped visiting this forum for a while because I thought everyone was full of crap with this stuff (ie that they could tell a difference between $1000 cans and $500 ones, between different amps etc).
However, I starting thinking it over again when I listening to my headphones one day and I realized that that's not the issue at all. It's all about personal preference. When you pay money for a "better" product than what you currently own the difference might be really small but depending on your interests in life it might make you really happy. As an example think about this a little (this is all regarding computers):
- people spend hundreds on cooling setups to squeeze out the final extra 50MHz out of the cpu or some extra out of the graphics card
- spend hours getting memory timing as tight as possible like from 4-4-4-5 to 3-4-3-5...or just buy really expensive RAM which in the real world does hardly anything
- spend a lot of money on case mods and fans
- rearranging/tying wires to get better airflow
- spending hours on end trying to decrease system boot up time by a few seconds
All of the above are things that computer hobbyists might do. You might see some noticeable improvement in the beginning when it's cheap (like the first time you upgrade your cpu fan and overclock) but as you progress it costs more an more money and the improvements diminish. But some people really enjoy doing these things. They love tweaking and getting that last bit of performance. All this stuff regarding computers is analogous to what makes an audiophile an audiophile.
I just stopped caring that I couldn't tell the difference really high end headphones and something like a $200 pair. You can find people out there that say they don't hear an appreciable difference between cheap $10 headphones that come with mp3 players and $200 ones, but in this case I'm sure that YOU would be able to hear a big difference. In such a case, those people that can't appreciate the difference would be the "newb" and you would be like a hardcore audiophile. It's all relative.
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This last section might be incoherent because I'm dead tired:
All that being said, I don't think you should just give up the first time you try on headphones and don't hear and improvements. The hardcore computer hobbyists developed an interest in overclocking or whatnot over time. In the same way, there's nothing stopping you from developing an interest in headphone audio quality.
Sit down with a really cheap pair of cans and the most expensive you can get your hands on. Focus on what you hear to be different and why. Listen to the music in different ways. Switch from focusing in on vocals, to individual instruments, to the overall presentation etc. Now compare a slightly more expensive pair of cans to the high end one and repeat. If after doing this numerous times (hmm..maybe a couple times a week for a couple weeks) you still just don't care then screw it! Stick with whatever pair you like and forget spending hundreds of dollars on headphones and amps. That's you and you can't do anything about it.
oh ya, I just ordered the beyerdynamic dt880s which cost twice as much as my current headphones...hopefully I will be able to hear a difference