I love both my Sennys (HD-600 and HD-650) and my Grado SR225s. They have very different sounds but are very nice to listen to for extended periods. The Sennys have a very laid-back sound (the "Sennheiser Veil") that doesn't push anything at you. Very clear and articulate. The Grados are much more in your face and are great for rock and jazz and the like. You won't push the Sennys with an MP3 player at all. They are 600ohm cans and the little op-amps in an MP3 player will strain to make much sound at all against that load. The Grados aren't all that much easier to push. I use a headphone amp for listening to these 'phones, including when listening through my stereo.
For portable use I use Ultimate Ears Super.fi 5 Pros. They are great little 'phones but they are in-ear monitors so you probably aren't much interested.
Senny HD212 Pros are low-impedance full-sized cans that sound great and are easy to drive. And cheap. You can find them for $49.95. A good all-around utility headphone that can be driven by an iPod or PCDP.
