Find Grado headphones that look comfortable to you. As far as a DAC goes, look for 24 bit, 192kHz, with an SNR > 105dB and THD < 0.5%. As long as it meets these specs, it will not matter what the brand is, it will be wicked awesome.
This is my advice as an audiophile who went into electrical engineering, largely to design sound equipment.
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I have done double blind tests and was able to hear the difference between them, even though mathematically, you shouldn't be able to tell a difference between 192k and 44.1k. The reason, is that DACs are imperfect. What is commonly used for the high bit rate, high sample rate for audio, creates a good amount of distortion and non-linearities. If you over sample, these effects can be minimized.
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