You do not need to spend thousands in ANY area of headphones -- cans and source gear -- to get anything to sound decent.

My JDS Labs Atom+ DAC/amp stack was $220 new and has 1 watt of clean, uncolored power at 32 ohms, almost four times the 250mw your amp provides.

Understand this fact about audiophile gear: The connection between cost and quality is not proportional AT ALL. There is a SERIOUS amount of diminishing returns once you surpass the $1,000 level for cans and gear.

Sure, a $4,000 headphone will sound better than a $400 headphone. But 10 times better? No f*cking way.