You may be interested to read the
last thread on a similar topic; I'll repeat one paragraph from my post there:
I would recommend looking around both on the
head-fi.org web forums (which fits in the "taking a drink from a firehose" category) and
headphone.com (which sells headphones, but has some very nicely done reviews, and lists of "best headphones for use X, and why").
I'll second what others have said, avoid wireless unless that's
really important to you -- regardless of whatever additional problems their added complexity may engender, it means that perhaps one third or fourth of your budget is going into radio gear instead of sound reproduction.
Over-the-ear headphones can be broadly categorized as either "open-back" (or "open-air" or "open") and "closed-back" (or "closed" or "sealed") designs; open-back headphones can sound fabulous (perhaps more easily than closed-back headphones), but they can also put a
lot of sound out into your surroundings. If you're at home alone, that's fine; if you're in a cubicle surrounded by coworkers (or some similar situation), they may threaten violence.
The Grados do have a great reputation as
astonishingly (for the price) good sounding
open-air headphones. Me, I'm very happy with my
Denon AH-D1001's. And, really, take a look at headphone.com -- they're a well-respected place to buy from (I've no association with them other than happy customer), but their lists and reviews are quite useful.