Nutty, unless you really want to spend a bucketload of cash, I would recommend checking out a pair of AKG 501s - they are slightly boofy looking, but exremely comfortable. I compared them with a number of Sennheisers, and found them to be very neutral. They aren't as "in your face" as Senn 580s, or even 600s - the bass is a bit more restrained. But they have oodles of tight bass, whereas I found the 580s to be a bit overblown in that department. I think the 501s are perfect for jazz listening. Good for everything else too. I also listened to some Sony's, but they weren't in the running.
I'm not using a headphone amp, but I'm sure one would tighten up the bass even more, which is important to me. Nothing worse than flabby bass where it should be taught and crisp. I like the look of the Creek amps, and the Rega model looks interesting too - they would be on my short list for affordable units. The Musical Fidelity X-Cans I think are more expensive, and there are mixed views about them - a lot of people seem to like to tweak them with new tubes.