Get yourself to Torrance. The Source AV has a large selection of headphones, including many high end models. I made the pilgrimage last weekend and I spent a few hours there listen to stuff, including the HD820. Personally, I though the 820 was POS. It sounded like the midrange was echoing inside the cans. Yuck. Really, I would buy HD820 for $24, let alone $2400
For closed, I use Ether C 1.1 Fostex TH900 (with some MrSpeakers doggie treats inserts), or when I have no good reason, DT770. My wife like the HD598c, which I thing sound good.
For open I use the Utopia, the PMx2 (v1), MassDrop HD6xx (unmodded) or the Koss ESP950.
98% of the time I use the Utopia. IF I didn't have the Utopia I would probably use the TH900, just for the fun factor. The HD6xx, however, is excellent.
At work I use a home made SennGrado.
All sound great with the Mainline, except of course the ESP950. If you need isolation, the TH900 isn't great. If you are just trying to avoid a little sound leakage, the TH900 might OK.
The Ether C is very good as well, but for some reason it doesn't get any head time. Hell, nothing gets head time next to the Utopia.
For my tastes, what I have is what I consider the best for me. I've tried every other TOTL headphone, including HiFiman, Senn, beyer, Abyss, Sony, and Grado.
I have very little head time with the ZMF headphones. I tend to think Zach's stuff is warm, and I don't lean that way. You might like ZMF, and he sells some closed cans (I think). Also, if you like warm, try the TOTL Sony.