In headphones comfort is paramount, it doesn't matter how great headphones sound if you can't stand wearing them. And comfort is entirely a subjective personal preference, only you know what you find comfortable. That is why despite my love for the Etymotic ER4 SR I try and always include a disclaimer that their deep fit is not for everybody.
A second point I'd make is that price is not a proxy for quality (either of sound or build). There are some excellent modestly priced headphones out there and some pretty disappointing expensive models and price is not much of an indicator of whether or not headphones are good.
A third point is that you can either look for headphones that have a sound signature you like out of the box, or you can EQ and tune the sound signature yourself. Buying a headphone you like out of the box is a lot simpler if you find one you like, but in the longer term using EQ gives you a lot more options and versatility. Especially if you like a particular sound signature of an expensive headphone but don't want to pay $$$$$$'s a good lower cost headphone which is amenable to EQ may give you just what you want at much lower cost.
A fourth point is that there are great open and closed back headphones. Audiophile orthodoxy seems to be that open back is better but I'd not take this too seriously as there are some excellent closed back headphones (and in some cases, use of vents means it is not as simple as being open or closed). Similarly, do not assume that planar magnetic = better or that electrostatic = better, there are plenty of excellent pistonic dynamic models out there and it is about implementation, not marketing buzz words.
As to whether you need a DAC or amp, personally I don't think you need a separate DAC and find most onboard DACs are perfectly good in terms of audible performance (I accept that they may not measure particularly well compared to SOTA DACs). For amps I think it depends on how efficient and easy to drive your headphones are and what listening levels you want. If you have inefficient high impedance headphones or want to listen at ear bleeding volume (I'd recommend strongly a bit of sensibleness here if you don't want to end up with serious hearing issues) then you will need an amplifier. If you have efficient easy to drive headphones and listen at reasonable volume then you will be OK with many on-board headphone amplifiers. I think this one depends on what headphones you buy and how loud you want to go. I have a JDS Atom but also find most of my headphones can reach a sensible listening level if fed directly from my devices and that the headphone outputs of these devices are perfectly acceptable in terms of SQ. If you do buy an amp then again do not fall into the trap of thinking more expensive = better and that you have to spend spend spend. Models like the JDS Atom, the newer Schiit Magni (both of them), the Geshelli headphone amp and even the venerable O2 all provide loads of power and excellent performance at modest cost.
On headphones, it is such a personal choice, what sort of sound signature do you want? Opinions will invariably be based on our own personal preferences which may be irrelevant to you. For what it's worth I picked up some clearance offer Denon D7200's which I'd recommend 100% as beautifully built luxurious headphones with a terrific enjoyable but not neutral sound signature. If you want warmth and a bit more bass they're splendid. If you want something flat and neutral then I've yet to find anything that does accurate neutrality better than the Etymotic ER4 SR (but like I say, their fit means they are definitely not for everyone).
