[pecg]

If you are into headphones, you could start hanging out on the subreddit. It's a big community, and you'll see many of the current technologies. It could get really expensive, I mean the new Sennheiser closed-back HD820 has a ~$2k price tag (ouch!), but certainly you could call yourself done with a $400 dollar setup, including DAC and Amplifier.

EDIT: You could also try IEMs, Etymotic makes some of the most clear, coherent, natural and neutral sounding. Their TOTL (Top-Of-The-Line) is the ER4 line which has a MSRP of $350, but you could get the same value with the ER3 line at $179.