I think that headphone's are a subjective of a thing as speakers. What sounds great to me may not sound great to you. Also keep in mind that the headphones you are trying out currently do benefit from good amplification. You wont find true headphone bliss until you have matched your headphones with the perfect opamp.
I started my highend headphone journey with a pair of Grado RS-2's and an Rs-1 headphone amp. A pair of SR-80's kicked me off to the world of higher end headphones than what you can buy at best buy. The downward spiral of my wallet and I's relationship began there and hasnt ended since.
Currently I am using a Ray Samuel's "the raptor" and a pair of HD650's and I am in headphone bliss! Like many others I enjoyed the Grado sound but it was much too hard to listen to for long periods of time. Not only because the highs just blare in your ears but because unless you spend decent bucks having larry at headphile mod them for you they just werent comfy on my head.
I know you have already picked out some headphones but you didnt seem too happy with your choices so I thought I might give you a few more to choose from.
Sony SA-5000- seems to currently be the flavor of the month. It is ultra detailed and has very fast response. Many feel that its bass is not present and many feel it has great bass it is just one of those subjective things.
AKG 271S- This is a highly regarded favorite that seems to pop up from time to time. People love it for the way it reproduces classical music as well as being a closed phone it an dampen alot of outside noise if your into that.
Beyerdynamic DT880's - Considered one of the best overall/does everything phone around. It is midpriced(kinda when you consider the huge variety of headphones availible) If you have a Guitar center in your area i believe that they still demo Beyerdynamic and they are worth a listen. Probably the most comfortable phone I have had on my head(many people mod thier headphones with beyer velour pads as they are quite comfy)
Keep in mind that many if not all of these headphone's benefit greatly from an amp. I would take your budget and divide it between headphones and an amp. If you plan on keeping the current phones that you have you might think about spending 100ish dollars on a pimeta. They are portable if you need them to be and would greatly increase the sound quality of the phones you currently have.
If you want other suggestions in different price ranges I suggest checking out
www.headfi.org as it has become a great place to go and get inspiration to spend money. Good luck and happy hunting...as we say at headfi..."welcome and sorry about your wallet."
regards
joe