Get yourself a generally well regarded set of headphones, then look into AUTOEQ.app, and you’ll have a great time. You don’t have to go ridiculous to get amazing audio.
I just got it set up with wavelet using my Sony wh-1000xm3 headphones. It’s interesting. I think it’s better. The autoeq preset definitely makes it a lot cleaner sounding with a bit more definition in the highs. Turning the eq off makes it sound fuller, but also muddier.