I've been doing a lot of thinking about headphones. It sure is an easy way to take the room out of the equation and also reduce power needs. Does anyone make 5.1 headphones?
Zalman makes 5.1 headphones, but from what I have heard they are not of audiophile quality.
If you get any audiophile-grade open headphone (They let in sound from the outside - no isolation), the soundstage floats around your head. My 595's are REALLY good for movies, they put you right in the action. I don't find myself missing "surround" effects...sounds come right from around my head, so great for movies.
Additionally, some of the way that your brain processes sounds and figures out that they are behind you/ahead of you is often by slight head movements, so the premise of 5.1 headphones probably won't get you much improvement over nice open headphones. I haven't tried 5.1 headphones, but that would be my guess.
Of course, headphones are an addicting hobby, just like audio speakers...except they are a lot cheaper...which makes it easy to try out new headphones amps...so be careful.
I would suggest visiting headfi.com...great headphone community.