Hi Gold Digger. Nice budget to play with. I googled the Marantz and the first thing I found was that it is on the Rock Grotto website. Rock Grotto modifies Musical Fidelity headphone amps and any others they can get their hands on. So using that CDP as a source seems a good place to start. From me I would go with the Musical Fidelity X-CANV8P, which you can get for less than the £400 RRP. In the future you can get Musical Fidelity to modify it at £180ish. (It has to MF to do the upgrade as they now glue components in to stop others from doing the same). They upgrade various components, details on their website under Fine Tuning. Add some AKG K702 (£250, but I bought for less on the web) headphones and you are laughing, for half your budget.
You will get a sound that is detailed, has tons of clarity and rocks with all types of music, but lacks deep, deep (dull, thudding) bass, if that is your thing. I also like the sound, (which is similar to AKG see the What Hifi reviews for both on the website) and comfort of Grados. In your budget is the X-CANV8P and top of the range Grado RS1i, which I have not heard, but am sure they will sound brilliant. Just make sure you find their on ear fit comfortable. Sennheiser's sound is fine too, but the higher up the range, the more disappointed I have been. They just don't do it for me. I found the HD565s to be very rounded, but they had no highlight. I also think the build and comfort is behind the others.
In this months issue of What Hifi there is a very positive review of the Lehmann Black Cube headphone amp and from the past the Graham Slee Solo is highly regarded.
Hopefull you have a few ideas now. But with your budget you should have dealers falling over themselves to arrange kit for you to audition. Just start by going somewhere that has Grados and other styles of headphone and try them on for fit. Comfort is very important in the long run. I would buy Sennheisers over any other headphone if their comfort was greater, even though I find the sound slightly less satisfying.