Senns 650s huh?
Yeah; they're cool. A little dark(using Axiom as a standard)and power hungry compared to many headphones, but they work just great....uh; well; at least my HD600s do....on both of my Onkyos, so they should be ok on the 805.
It's true though; they should sound a bit better out of a dedicated headphone amp.
Like Rick;(wid)I also use a set of Grados. In my case a set of Alessandro/Grado MS2i for much of my listening, and they're a closer match to the Axiom personality. The HD600 that I use are also a bit closer to Axiom than the HD650s as they're a bit more neutral and a little lighter in nature. The HD650s are generally considered to be the better over-all set of cans, but a lot of Senns fans(five like HD600 and ten like HD650)are happier with the HD600 since they are a bit less dark and aren't quite as sensitive to having a top-notch system to support them to get the absolute best out of 'em. The HD600 are a little less picky about the system that they live in.
....for instance; try stating on the Head-Fi forum that you're running an HD650 straight out of a receiver, and you'd wish you had your flame-proof suit fully buttoned! Those HD650 guys are more than just a little anal!!
Another thing to consider(and this is where the standard Head-Fi Welcome comes into play..."Sorry About your Wallet")...headphones aren't like speakers where one size pretty well fits all. With phones; different phones are better for listening to different types of music. For bigger classical pieces the Senns are hard to beat. For rock, the Grados are the thing. So ya gotta think of which kinds of music you're most interested in.
Senns of course will play rock and Grado will do classical, but there are some benefits of being more task specific. The Grados are more forward and bright while the Senns are more laid-back and darker, but they're both equal in their sound quality.
One set of Senns that may be worth a bit of study would be the HD595. They're a bit more middle of the road in their presentation and a little less demanding of a good amp. I haven't heard them myself but they have quite a following in the Senns camp.
Another thing that's nice about cans.....
....they can hide a lot of faults in a sucky listening room!