I'm with Cruz123--headphones wear my ears out even after short periods of listening at low volumes. Last year I put together a great-sounding headphone rig (Antique Sound Lab MG DT OTL MK III, Sennheiser HD 600s/AKG K501s), trying to reach some of your same goals, but it just didn't cut it for daily listening. That said, the ASL amp is a fantastic value and a great match with the Senns especially if you do go this route.
I'd rather sit in front of my speakers at low volume any day. You might consider a near-field setup with a pair of good monitors (a pair of Spendor s3/5 go for not much more than a pair of Senns right now) and an integrated.