If you are not going to buy some dedicate/high end headphones, but just some budget ones, which doesnt have to be bad at all, I would go and buy some portable headphone amp, like GoVibe Magnum, or GoVibe Petite with DAC, which I own, use with Audio Technica ES7 headphones and pretty happy with the combo. Another headphone option, which goes very well with GoVibe amps, would be Grado SR225i or SR325i headphones, check it out up here for amps http://www.unclewilsons.com/shop/step1.php?number=594.
Having portable amp allows you listen to your files, using laptop or mp3 player, at much better level everywhere you want, insteat of having desktop one, which can be used at home only. But if you still want to buy some budget desktop one, go and check Darkvoice http://www.audiophilechina.com/products1.asp?S_id2=2&s_id=25 or Little Dot amps, check Google/Ebay as well.