i actually started with headphones and moving up to speakers 2.0/2.1 setup. I've spent a little over a year on head-fi and worn/listened almost all major headphones from the great value koss ksc-75 at 9.99 all the way up to 12k sennheiser orpheus headphone/amp combo with an emm labs source.
so your looking at portable cans eh?
really portable like ipod going the gym? senn px100, koss ksc-75 or sporta pro.Are you gonna use them with an amp and just move them from like home to office? if you can, then you can expand your choices greatly. Get something like a heed can amp or a dark voice 336i if you like tubes.
any headphone once powered by a decent amp will sound good. Look at AKG 501-701 series, Senn 580,600,650 series, Audio technica A series a500-a900, Beyerdynamic DT770,880,990 series. These are the sweet spots to each respective company and represents the 'house sound' some go for neutrality like akg, some go for laid back darkness like the senn 650. These range from 150-450. Lots of these companies have flagship headphones but they are discontinued or out of the budget (+1000)
i personally dont like grados. They are pretty harsh and agressive with tons of listening fatigue. Also they clamp on your ears really hard and pinch them. Die hard fans will admit this but they say its worth it, because to them, its the ultimate sound, especially for rock. If your interested try out the SR 225
The most important thing i can say is, headphones are just like the speakers. You gotta audition them yourself to decided. They are cheaper than speakers to buy and try but less companies have 30 day trials, with the exception of todd the vinyl junkie. If you are in the SF bay area, the national meet in san jose is coming at the end of march. Every can under the sun will be down there including venders. Try em all and decide yourself