^^ I disagree. Good headphones/earphones will improve the sound regardless of the source (to a certain degree of course). I believe that since the headphone is the single most important component of the system its best to get that first and then build around it.
I also started with a Sennheiser HD650 using it on onboard. Did it s**k ??? Heck no ! It sounded amazing !
When I got my Taurus T100 amp for them, they started sounding even better. And when I finally got my Hotaudio DAC to replace the sound card I was simply blown away.
But if you have a budget of 10k, I say spend it on the best headphones you can buy and build up your system later depending on how you prefer the sound. Just let us know what sort of sound you like. (e.g. Heavy bass, mid centric sound, lot of trebble etc.)