A fellow headphone enthusiast has shed light on my bad experience with my purchase of the Klipsch S4 . He's given me a link that I could not be too glad to receive.
Here's a website that profiles frequency response curves from major headphone for you to compare and contrast in your relentless search for the perfect set of ear/headphones (within your limited budget of course, or the lack of).
Now you can do this without running around and sifting through huge number of review websites and forums full of advertisements and sometimes biased or inaccurate reviews. Of course those sites are really important, so we know what the existing owners are saying about the perceived sounds, temperaments, build quality, etc. However, I believe that a frequency response graph says a thousand words, technically and scientifically speaking of course :).
This is definitely a place I must go to before I head to the shops to hunt for my next pair of phones.