I lurk a lot audio based forums, I always seen this when people say they enjoy their headphones(ER3XR, HD650, etc). I remember having 2.0 speaker set up when i was 16 which i hated because it was a nightmare to get correct stereo sound. Never looked back after moving to headphones a few years later.
i hated because it was a nightmare to get correct stereo sound.
Speakers and headphones are just a "different experience" and they will never sound alike. Personally, I prefer the sound of speakers in a room.
Some people seem to perceive headphones differently than other people. Some people get a good "soundstage illusion". I hear most sound coming from somewhere near my forehead and I hear hard-panned sound coming from the left & right headphones directly into my ear.
Most music is intended for speakers and some headphone listeners like to blend the left & right channels to avoid that direct-in-the-ear effect of hard-panned sounds. To me it's just part of the "headphone sound" and it doesn't bother me. Or some people use Dolby Headphone or other processing. But the idea is to sound more like speakers so you might not like it.
You can get excellent headphones for £300 or less. Above a certain price it's mostly a matter of personal preference and your favorite headphone in the world might cost less than that. There are a lot of super-expensive headphones but I suspect most "audiophiles" wouldn't desire them so much if they weren't aware of the exotic price. ;)
Equivalent speakers will cost more but I'm not up-to-speed on the speaker market. Maybe 5 or 10 times as much? And it depends on how loud you like to listen and how much bass you want.