I don't have unlimited money either, although I wish I did. I want to own the best speakers; I want to hear angels' trumpets and devils' trombones -- a tip of my bowler hat if you get the reference. Unfortunately, those speakers might cost over 200K and that sort of money is out of reach, but I figured there was another way: headphones.
As mentioned earlier, I went to B&H in NYC and spent an afternoon in their headphone department testing everything they had, testing them back and forth, over and over again, up to $20K, which was my limit. What I discovered is: (1) Open back headphones are almost always better than closed back in the same price range. (2) There are distinct levels of quality, with big jumps at +$100, +$300, +$1,000, +$5,000. The biggest jump was at $1K, with the sweet spot for me being $1K to $5K, and really for anything over $1.2K to $1.5K, the difference was so slight it was diminished returns. I settled on the Audeze LCD series, and bought three, two open and one closed. I have never regretted that decision.
I read Ken Rockwell’s review of Audeze and he loves them as well but cautions that they are for sittong still as they are heavy. I would love to make an audition trip.