Headphone buying advice

That depends on the type of sound you want. Most headphones in this category are bass heavy headphones that lack detail or bass light headphones that are technically better but feel incomplete. The best 'big' brands are Audio technica, AKG, Sennheiser and Sony. JBL and skullcandy are no good.

The best headphone technically and available in India under 2500 are Superlux HD681 (for 2500) and HD662 (for 2400), both available on ebay. But they are treble heavy headphones which means lots of sibilance. I have the HD662 and it took me quite a good time to get used to the sibilance but they are light years more amazing in resolution, soundstage, clarity, instrument seperation than Sennheiser HD202 and Soundmagic P30, both which I own. Samson Sr850 is even better but it is out of stock online. If you are able to find it, it's the best. And do let me know too.
I have heard Sennheiser Momentums(20000+) and HD598(15000+) and those are really really amazing headphones and best in their own catagoies and price range but when it comes to technicality superlux/samson headphones can dare to stand against those monsters!!

You should visit Headfi for headphone related queries as they are most informed community on headphones and audio equipment. I have also learnt a lot from there.

Do not make haste and choose wisely. Merry shopping!!