Looking for closed back headphone advice


So I haven't purchased headphones in many years. I just recently updated my home stereo and am very happy with what I have. However, I'd like to relax with some headphones and I'd like to ask about some good, quality closed back headphones. My budget is around $700. There's only one audio store in town and they don't carry very much and they tend to have poor customer service. I'd like to purchase from a dealer who has a 30-60 return policy in case I don't like them and need an exchange. Any suggestions would greatly be appreciated. Thanks!
bluorion
There are exceptions to every rule, but in general dedicated headphone amps are superior to headphone jacks on integrated amplifiers. Also, CD sound can be further improved by the addition of a quality DAC which often includes headphone output with a volume control. You won’t believe it until you try it.
If you can pick up a pair of the Oppo PM-3s at a good price, they are very, very good and you can drive them with an I-phone with good results.  They were $399 new and are no longer made, so some people are asking high prices, but check around.  Also, the PM1 and PM2 are great as well, but more expensive.  The PM3s are really great though and fit your criteria very well.