For higher end headphones look for used equipment. You can easily save a few bucks by buying used. (Refer to Links below)
Koss has many little known headphones that utilize their great 60 Ohm transducer. Before judging the performance of some ugly Koss model take a look at the box and read its impedance, if it's dirt cheap and reads 60 Ohms try a pair.

Koss 60 Ohm Titanium is pictured. Non-Ti 60 Ohm driver is the same, but translucent in colour.
Google for modifications on your headphone model to see if other people have modded it for better sound quality. Make sure you read what the resulting sound is like because it may not be for you. If you like the sound as it is, don't mod!
It's always best to audition a pair of headphones before you go buy it, but if that's not possible it's always good to hold onto the receipt, if not you can always sell it on an audio forum or eBay.
Don't bother using sites like CNet or some computer hardware review site as a basis for your audio gear reviews. Use headphone communities and actual reviews made by regular consumers on site's like Amazon.
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