For that amount of cash I would only be buying professional headphones.
Most consumer headphones have too much bass-boost, often this is to combat the background noise on trains, aeroplanes, etc, but it distracts from the high frequencies where the detail is.
The most I've spent on headphones was £100 for a pair of music industry standard Beyerdynamic DT100's
If you want to go crazy on headphones, try these
Beyerdynamic Surround Sound 5.1 headphones, a snip at £3118, with motion sensors so the sound is always in the right place no matter how your turn your head.