Girlfriend finds 99% of what I enjoy musically to be unlistenable noise - which is fine, I'm listening to a lot of French post-black metal and death metal; she loves Tori Amos and Ani DiFranco, we are not quite the same - so investing in a pair of really good headphones has allowed me to enjoy my unpalatable harsh chaos noise without her having to suffer through it.

EDIT: it occurs to me that my answer may not be all that helpful, or on-topic, because my headphones only cost me around $300USD...not an insignificant amount, but also not the $1000+ cans that OP was probably asking about.