I'll chip in too, for the software pianos I noticed the more costly cans I have had really shine through , but for a piano like the one I have with the Casio sample I may have perhaps something controversial to say, but I'll say it anyway, just my opinion.
The samples are rather thin and particularly artificial sounding IMO around midrange (around middle C) in particular when played through the more flat detailed headphones and you will notice it. I heard it often said on the forum about Casio samples not being liked and sounding thin, plasticcy, call it what you will, to me it sounds fine through the console speakers, but when it comes to headphones I agree why people might say this, and since my console piano has no build in EQ, believe it or not I find the best fit are my old cheaper Sony XB series ( bass enhanced ) the best for the Casio piano sound
( my missus agrees incidently )
the Sony have has that typical bathtub or V shape EQ, it suppresses that artificial sound in the mids, they are not as detailed as some as my other cans like the grado I had, and now the ATX-M50 I use mostly, but for this one purpose the sony XB300 is now a permanent fixture hanging on the piano hook and used for just that when I use the Casio sound only for a quick practice and when not using software pianos.
Incidentally to my ears the sony I have also sounds the closest to how the piano through the console speakers, even though they are certainly not flat or reference quality headphones. When I plugged the grado into the Casio, regarded highly by many, but are very bass thin like a lot of open back headphones can be, or the ATH-m50 for that matter, but particularly
the Grado, quite frankly I thought it was awful
for the Casio, no bass hardly, mids brought the weaknesses in the Casio sample, it was a bad combo for me, almost sounding more like an epiano. On the other hand the Grado for music listening were absolutely fantastic, especially when EQed a bit due to the lack of bass in some cases. The grado also sounded very different in the mids, like a different piano almost compared how it sounds through its own speakers, but then grado prestige are quite coloured anyway IMO
Now, Software pianos, entirely different story, If I switch to painoteq, Ivory I use the ATH-M50, they are also slightly bass boosted, but software pianos can be easily EQ adjusted and the better headphones enhance the details quite clearly, the grado worked nicely there too, lovely highs and mids for that. In this case my cheaper Sony XB300 is the least favourite very clearly.
In the end best is what we like personally and what is a good combo of phone + piano sound that work well together .. IMHO.
I am just glad I owned those XB300 already when I got my piano, because it not something anyone would have recommended, but for me the Casio sample without EQ, and that particular combination in headphone is easily my favourite.