iPhone and Philips SHP9500 headphones

Buying cheap headphones and then spending extra money on a headphone amp for a $500+ iPhone just seems like a dogs breakfast to me. If you want better sound then why not start with headphones.

I admit that people do this with speakers too - often spending 20 times what they spend on speakers to purchase the source, amplifiers and bits of wire between them. 

As they say - you can put lipstick on a pig but it is still a pig.

Not familiar with these but if you want the very best then Shure SE846 are absolutely incredible and insanely expensive but justified price given the uniquely better performance over all other IEM.

For cheaper light weight over ears with great external sound isolation then the Sennheiser HD 25 will play loud and dynamically and sound pretty good with iPhone.