I still haven't experienced what many would consider good headphones, but I have a pair of Audio Technica ATH-AD700 winging their way to me.
After checking out this forum and head-fi forums, the vibe I got was the AD700's are the best all round performers in their price bracket, being more detailed and open than the comparably priced Senns. The Senn 555 and 595 are considered as being on a par, so save money and get the 555 over the 595. The 600 series really need to be driven by an amp to get good performance, so not suited to use with an iPod (without an additional amp), so they were crossed off my list. Mixed opinion on Grado and Goldring, though they seem to have more bass that the Senns and AD700 from what I can gather.
This is just my interpretation of comments on forums... actual testing would be much better though!