I've owned Grados RS-1 Headphones, Sennheiser HD-590s, and Sony's latest MDRSA-1000 and MDRSA-5000 brands and I have to say I like the Sonys best. Grados are awesome good but your ears hurt if you have them on for, say, 2 hours. Plus the build quality is not the most robust. My brother has owned several grados and the headband broke on both. This was surely due to treating them a little roughtly, but Sennhesier's and Sony's headphones can handle a little rough handling.
Between Sonys new SA line and Sennheisers is sort of a toss up. The Sony MDR-SA1000 can be found for $100 and is an *excellent* set of headphones. If I only had $100 for headphones I would buy those in a second, as I think they are quite comperable to the Sennheiser HD-590s which run for $140 or so on the used market. The MDR-SA5000 can be found for about $350 and sounds better better than the 1000, but I think most of the extra money went into excellent build quailty (leather pads, all metal frame).