Started out with the Grado SR60 which, IMO, is a headphone anyone would be pleased with. I went on to use Sennheiser's HD555 with a Headroom Total BitHead amp, which was fantastic for a few years until, recently, I managed to afford a pair of AKG K701. Absolutely phenomenal phones. Still need a good amp though...
BTW, I do all my headphone shopping at http://www.headphone.com mostly because their shipping headquarters is just south of me in Bozeman. Great site. Check it out.