Hi Gel,
I may be late to the party but I'd like to add what I've learned so far.
When I started with hifi as a student I didn't have much money or much room, so headphones it was then.
First started out with some sennheiser in ears, the the px100 you mentioned. After that I got more serious and after auditioning with Arcam cd 192 and headphone amp got me some sennheider HD650 plus Musical Fidelity V2 IIRC. Great headphones but only for at home listening as there are open-backed and leak sound as hell. (probably just as loud outside as inside as its open...) They sound smooth and musical, but a bit dark compared to grado.
The Senneheiser HD650 also really needed a headphone; going without it would result in a lifeless sound that could be bettered by more sensitive headphones at half the price. Something to consider when you play straight from an iphone or something like that.
Which brings me to my next upgrade and finest so far: klipsch X10 in ears. Simply beautiful with an ipod or iphone as source. Easy to drive, detailed, natural and very close fitting. You won't hear any surrounding noise (or traffic, be careful!). Great for commuting by train or metro. The latest incarnation also got a microphone. Only downside I would say is that the pods themself consist of 2 halves that are glued together but are prone to wear.
Basically, I think what I'd heartily recommend is something easy to drive and that is closed backed but over ear (not in ear).
The B&Ws look nice, never heard them. Did audition the grado over ears once, but not my cup of tea (unless you're talking the GS1000, big money!) Anyway, make a shortlist of headphones and just go listen. As with speakers, each brand has its own voicing. Only listening for yourself can determine whats right for you.