There is a law of diminishing return and I think most expensive headphone are specialized in a certain aspect and most of the time the increase in sound quality that you get is so much less that what you expect considering the additional money you spend on them.

I suggest getting an entry level headphone, preferably below $300, and once you find a sound signature that you really like, it might be the right time to get something that is an upgrade to that kind of sound signature and move on to the more of the top of the line headphone. At that time you should be able to appreciate the small incremental increase in the type of sound that you really like.