I don't think any of those other cans listed online will challenge the HD600 at all, I know the nightowl and se-master1 are both notoriously bad. But if they have an HD800, definitely go have a listen. It is a polarizing headphone and whether you like it or not will tell you a lot about your own preferences.
High headphone impedance is only an issue if the source you're listening out of has a high output impedance, if the output impedance of the source is high enough, the frequency response will be altered and there will be a FR bump around the primary resonance of the driver (usually around 100hz in most dynamic drivers) due to a lack of electrical damping. A dedicated headphone amp is always best, there are a lot of good ones out there these days that don't break the bank.
I'm not an IEM expert, I've never really felt the need for them and have never found a comfortable pair either. Over-ear designs should have more spatial realism as the sound field interacts with your whole ear (research HRTF and pinna transforms if you want to learn more) compared to IEMs which fire directly into the ear canal and so skip the HRTF entirely.
What kind of music would you recommend listening to to evaluate headphones in a shop? I plan to grab my HD600 and Grado and compare them to HD800. Aside from Sennheiser and Grado, my local shop lists the following: https://www.missionaudiovideo.com/catalog/headphones-and-wir...
I was told the high impedance can be an issue when listening from a desktop/laptop/phone (as I normally do), so I was actually considering HD660S or even HD598/599. What do you think?
What about in-ear models? I hate the fit of the stock iPhone earbuds (they just don't fit me at all), but provided I find those that fit well I would like to own high quality earbuds. What's the difference in terms of sound between in-ear and around the ear designs?