I would just like to note that your receiver probably has a pretty poor headphone amplifier in it. For that reason, I would HIGHLY suggest getting a headphone amplifier if you plan on spending any money on headphones. I have a DIY headphone amp called the Meta 42, built off plans from this website:
http://tangentsoft.net/audio/
There is a newer version out with a new board design you could put together. If you are not good with electronics, you can buy a premade one (Musical Fidelity makes a decent one, Grados is alright too) or hire one of the many guys on head-fi.com (also a great resource) that make them for people. I would suggest the latter if you don't build it yourself, because the Meta series stuff is much better for the money than the pre-made stuff.
I have a pair of Beyerdynamic DT831s (awesome 'phones) I power with a Meta42 headphone amplifier for studio work and pleasure listening.
For DJing I use Sony MDR-600s.
Headphone audio is very rewarding and I think you will really enjoy it.
-Chad