The grado hf1s and 225s sound pretty good directly out of the duet, as does the senn hd600.
My Altec Lansing iM616s don't sound particularly good out of the duet.
Do my headphones sound better out of my balanced m3 than out of the duet? Of course. But the duet is fine.
That said, if you've got $500 to spend, I'd probably get a single ended m3 or millett max and whichever headphone you prefer (senn or grado). You should be able to pull that off. Or just get both headphones, and use the duet out.