I never had any until 2 years ago. I then had to buy a set to make the wife happy. She was tired of knitting to space explosions, gunfire, car accidents, and other movie sounds from my home theater. She was getting Home Theater PTSD. So I bought a pair of Mobius that Amir tested. All in all, I find headphones lacking. I want serious bass and I can't get it with headphones. I think I'm just used to a big subwoofer and the headphones are just weak in comparisons. I even tried using the Equalizer APO I think it is. I had to have a computer whiz come over and get it working. after he had it all working correctly I had him boost the bass up as far as he could without it clipping. So from flat on the bass to max unclipped bass I could NOT hear any difference. He claimed he could. I then had my ears checked professionally and my hearing is very good 12k and below. So, the EQ programs for headphones seem very weak to me.
Now, this is a sample of one though. Explosions and other stuff just is not right in headphones. I need to feel the explosive blast and not just hear it. Oh, and having my butt vibrate is really, really bad so I would never get a butt vibrating device to simulate an explosion! I guess I could have the wife hit me in the chest with a 2X4 but I don't think she can get the timing to match with the onscreen explosion. Oh well, until headphones get much better or someone can send me a pair to try that really, really does serious bass, I will stick with speakers. Well, unless she is knitting, then its Mobius and they do a fairly good job, better than TV speakers or my soundbar.
It's a good thing I'm the man of the house and don't let her push me around! She did give me permission to post this on ASR!