As others have said, great headphones on a crappy sound card is much better than ok headphones on a pricy audio interface. (EDIT: I am recommending you get an external interface, just reassuring your focus on headphones)
Here's my constant headphones recommendation. If you want a flat response, not increased low end, extra attack, or whatever, these will blow pretty much all competition out of the water for the price. I've had a pair for about 3 years, still in great condition after heavy use and travel. Even had a mastering engineer ask me about what headphones I had, after telling him of miniscule distortion in the mids that weren't audible in studio monitors/his hifi gear.
http://www.amazon.com/Sennheiser-Collapsible-Headphones-380-Pro/dp/B001UE6I0G
In general, I'd always suggest going with headphones designed for monitoring purposes, rather than "high quality listening". good luck