I'm using Sennheiser HD448 phones with my S.E.X. amp. They are being closed out on the Headroom site for $99 http://www.headphone.com/headphones/sennheiser-hd-448.php. I didn't have much experience with headphones and bought them based on the customer reviews and Headroom value rating. I have been happy with them anyway.
Try the Audio Technica ATH-A700. Shawn has some, and I have the ATH-A900. They both sound great for the money and we really don't hear much difference between the two models.