You really do want to try to audition gear in your own home if at all possible. I'm with you in that I don't get much out of listening at audio shows. Too much background noise and too many people around. Find a dealer with a good return policy if you can, or at least with a showroom where you can sit and listen to your own music in a good environment.
I also agree with the above poster who recommended ZMF headphones. I have the HD600, HD650, and HD800, they are all good in their own ways. I find that I listen to the ZMF Caldera and Atrium Closed much more often than the Senns though.