Recommendations for headphones under $400?

Lots of good options at $400 or below, actually. One of my go-to pairs for rock and pop at work is the PSB M4U 1 (which I pair with a dragonfly red). As far as performance for the price it is an excellent choice. Great options at the high end of this price range and with ample bass are the Master & Dynamics MH40 and the OPPO PM-3.

Sennheiser is still excellent value for the money but IMHO you're not really getting an excellent product until you're up into the 650 range or above. And since your primary criterion was good bass response for rock music, I'm assuming you want to stay away from open backed designs (which the most beloved Sennheisers, including the 650 and especially the 800 are). 

I'd absolutely think about (and preferably try to listen first) to the PSB, M&D, and Oppo options. All are in your price range and offer strong performance.