I remember auditioning the Sennheiser HD-650 at Century Stereo in the El Paseo shopping center off Saratoga Avenue. They also have a Peachtree Nova amplifier to demo. If you like Bowers and Wilkins Speakers, this is a great place to demo them. They have a very expensive pair of 802 or 803 diamonds (I can't remember exactly which model number). In my opinion, I have heard better speakers for far cheaper, but I might not have been impressed due to the amplifiers they use (McIntosh).
In terms of Grado, there is really only one place to go and that is Audible Arts in downtown Campbell. Jeff is the owner of the shop and he is a very awesome guy to talk with. Jeff is very informative and understands that high end audio doesn't necessarily have to come at premium. In his shop, you can demo the Grado SR-80, SR-325, RS-1 & RS-2.