I have a pair of Grado 325is, but I prefer my PSB M4U 1 headphones. I use a Fiio DAC and amplifier. They are pretty dang nice.
I don't have a nice set of speakers here in Wisconsin, but my dad, who lives in California, makes speakers as a hobby. He has really nice speakers in pretty much every room in his house and Squeezeboxes to stream his FLAC collection to wherever he needs. It's kind of nuts. There's a set he made for me out there, but I never found a good way to ship them. Those things are heavy and bulky.
Also, the first time I heard a record playing through the tube amp he built and into his speakers was a friggin' revelation. It sounded incredible. Unfortunately, I live in an apartment building and I don't like to bother people, so I can't bump the music too loud. Hence the headphones.