Alex Sventitsky of WyWires has been making some very serious inroads into audio's high-end in the last few years; I've been tripping over his cables (sorry about that time with that thing at the place, Alex!) everywhere I turn. His newest venture is, perhaps not surprisingly, a headphone cable. He calls it Red.
Red is very light and flexible and leverages the same general design goals as his other signal cables -- that is, they overachieve on both performance and measurement.
Pricing starts at $299 for 5', so no, this is not for your entry-level cans, but I've heard them on Audeze LCD headphones and their improvement to the linearity of those headphones, over the stock cables, is clearly audible and very welcome.
Connectors are available for Sennheiser HD580, HD600, HD650, HD700, HD800; Audeze LCD-2, LCD-3, LCD-X, LCD-XC; HiFiMAN HE-4, HE-6, HE-300, HE-400, HE-500. Balanced, single-ended, and “unusual connectors” are all available by request.
In addition, he can fab the Red to include an XLR adapter to allow you to swap out the ¼” plug for a 4-pin XLR (or whatever). Pretty handy, that.