I've quite a few pairs of headphones of varying levels and cost. But I rarely use them, compared to the rig. But for nighttime or intimate listening they are fantastic. I had a pair of Senn IE800S in-ears until fairly recently (the flagship pre IE900 upgrade, current model) and they were like inserting a nightclub into your brain. Just nuts good. I paid about £450 for those and fed them a headphone DAC and they were not far off my system which I've carefully bought used and is a smidge over £10k or so, but good in a different way. It's crazy the comparative sound-per-pound value for a decent set of headphones.
Good headphones can be utterly excellent. Agreed with the above comment though, it can be a rabbit hole.
The most ridiculously good value pair I own are a set of AT MSR7 over ears, which are 90% as good as the best cans I've personally heard, trounced a set of Oppo planars on a side-by-side (imo), and I use regularly. They're not as good as my Focals for pure SQ, but as you can pick up a decent pair second hand for sub £50, they are ludicrous vfm.