Grado headphones are excellent - as are Shure and Etymotic (noise cancelling models). Since we're on the topic of SACD and headphones, Sony has a new line higher than the Elevated Standard line, called "Qualia". It's so high end that they try and spin off Qualia as a separate Sony entity and in Sony stores, they have their own section. Qualia has a head phone set ($2,000 US+, unsure of exact MSRP that not only fit well and are neutral, but they were created to play SACD sources. It's a little overboard, but if you ever get a large bonus and have just purchased a CGT, then well...get em
My liking to B&W lies with one model line pretty much and that is the 800 series, the recently renovated line with the diamond tweeter. Forget the 300 series and 600 series, that's just not B&W. The 800 series have a unique, elegant look to them, and are absolutely fantastic for jazz/classical on two channel sources. It would be a little absurd to buy 5 of these for SACD, but it makes perfect sense for two-channel SACD and music coming from a system with a great DAC as you have. The DAC is definitely one of the, if not the most important part in any audio system.
If you can get a chance to sample Wilson Audio's Watt Puppy's (cute name, killer sound) do so. During Norah Jones' Come Away With Me, I noticed little coloration with an overall warm sound. Bass was articulated properly and accurately, and the top-end wasn't harsh in the least. It's a great bargain for $11,000 for that sound quality.
My dream was to have a car stereo system with Bang and Olufsen aesthetics, Dynaudio drivers and REL bass. Oh well, maybe in the near future...:-\ Did you manage to see Lorin Maazel's "1984" Opera debut at Covent Garden?