I have to chime in on this topic. One of the most common problems I have seen with people who try headphones, casually is that they don't fully grasp that headphones need proper amplification, too. Like your speakers, headphones have a maximum power handling, and a nominal wattage they run on, even though we are typically dealing with milliwatts, and not watts.
That said, let me give you an example: I use Sony MDR-V700 headphones. Mine are a first revision, before they started adding "DJ" to the model number. In any case, they are rated at 1W or 1,000mW, and as far as headphones go, that is a lot of power! These headphones don't have a great reputation. But that brings us back to the power-handling. If you hook up a pair of 1,000W speakers to an amplifier that puts out a paltry 40W Max. per channel, you're going to get sad results. I'm sure you can imagine how many typical consumers took a set of these 1W headphones, and hooked them up to their phone or their soundcard, which delivered between 15mW-70mW. This results in a very anemic experience.
Which brings me to my next point: If you want to listen to very bassy metal or even EDM (I have eclectic tastes so I listen to just about everything) then you're going to have to feed your headphones what they need. With speakers or headphones, it's actually better to have too much amplification. Look at it this way: If you hand an object weighing 50 lbs. to the average man, then you hand that object to a world-class body builder, who do you think will be able to shake that object faster and easier? The same applies to having control of a driver (speaker).
In my case, I always check for ratings of the headphone output on whatever device I come across. Sometimes, you have to search for service manuals that will allow you to find out what IC was used within a particular amplifier, and then try to guesstimate the output power based on the voltage it receives and the impedance of your headphones. Right, now I'm using a Yamaha C-65 preamplifier. IIRC, after checking the specs on the internal IC, I should be running between 300-400mW, which is very respectable. My headphones sound drastically different on this unit compared to running it off a soundcard or phone/mp3 player.
One more thing to note is your source. I use a soundcard and my PC as a source. However, I've used an SbLive!, Audigy and X-Fi boards. None of them come even close, in sound quality and imaging, to my M-Audio Delta 410, which is an old card, now. But the Delta 410 used the core Envy24 DAC (not one of the other revisions with a digit added to the end, such as the HT-S), which is 36-bit--it's a professional card, albeit lower end.
Anyway, when I started reading this thread, I had to fire up "Country Girl" (With Dio of course) from Black Sabbath and listen to those heavy chords.
