If you want to know if this is for you, but you don't want to spend a lot of money, start with iems. It's quite the hobby, as well as education. It's very cheap and accessible to start off, while getting the full hi-fi music feeling. Of course, if you stick with it, it can get very expensive.
For a while I switched to mee6 pro's with some squishy foam cushions, they were around £30 and had a surprisingly flat response. Of course, that will sound bad to a typical listener until you realize the v curve you are used to has been hiding details in the midrange