I own several pair of headphones and they have taught me that individual tastes in audio are subjective. It shouldn't be surprising since all of our senses are individualistic. I know people that hate steak and it is one of my favorite meals (for example). There is an audio forum founded by Steve Hoffman (audio engineer extraordinaire) and he has threads entitled "I have a big problem. My stereo is too good, too accurate. I can't stand it sometimes." and "Audiophiles don't really want NEUTRAL. Audiophiles don't really like NEUTRAL.".
I have a pair of Shure SRH940s, a pair of ATH-M50s, and a pair of Senn HD580 headphones (in addition to others) and I guarantee that in a random group of 20, you would not get a consensus on which headphone is the best. The SRH940s are my personal favorite because they have accurate sound, so I can start in that position before I make tweaks or hook it up to a tube amp. However, the Sennheiser's have a rich, warm sound that is just beautiful with many different kinds of music. The ATH-M50s have more bass punch than the others and many find that more appealing than accuracy or warmness.
As a result, when a reviewer comes along and says "YYY headphones are the most detailed, accurate measured headphones he has ever reviewed", does this equate to sound that everyone will appreciate? My guess, is that it won't.
When you consider the state of CDs, lossy downloads, lossy streaming services, records with surface noise, the "loudness wars", etc.. do we really want accuracy? I can tell you that combining my Shure's with a Little Dot Tube amp takes away from their accuracy, but at the same time, they sound better to me with a majority of my albums that way. The tubes take the edge off of bright recordings and add some warmness to the bass.
While I have mentioned the shortfall to trusting just measurements for deciding on equipment, the fact is that reviews without measurements are often less useful. If it is just based on subjective tastes of one individual, does that really mean that I will have the same experience? Maybe, but maybe not.
One of the other things I have seen on forums is "consensus" speak. What happens is that a person who bought one product goes into a forum and says that it is the greatest thing since sliced bread. If it is an inexpensive (by audiophile standards) product, someone else will try it based on the review. Since they spent money on it, they will usually come in and concur...before long, it becomes the "flavor of the month". Typically, you will see this product have extreme popularity for a while until the new "flavor of the month" shows up and makes that older product sound "horrible in comparison". No wonder there are so many disenchanted audiophiles!
So how does one go about choosing audio equipment?
First, my suggestion would be to enjoy the music first. What does this mean? Well, it means that being hypercritical about equipment is not the best way to listen to music. What I think you need is to understand your music collection. Does it consist of only the best mastered albums in lossless formats? If that is the case, you are missing out on some great music, but it will make your audio component selections easier. Garbage in = Gargage out, and that makes a huge impact on how music will sound with analytical equipment. Unfortunately, tons of music was put on CD in highly compressed (small dynamic range) formats. Some to the point of clipping the wave peak. Also, with streaming becoming more popular, many are listening to low bit rate lossy files to begin with.
Second, I would try to get a basic understanding of what type of sound I like. Test some headphones with specific, notorious sound (warm, punchy, analytical, etc.) signatures with an album that you know was mastered with high quality audio in mind (something by Steve Hoffman, for example) and something that sounds harsh to your ears (something like Oasis "(What's the Story) Morning Glory" which is known for heavy compression). If you can find headphones that sound great to you, for both types of albums, you should be happy when playing most of your music collection with them. Also, this realization can help you pick speakers and other components for your tastes, as well.
One of the reasons I have several headphones is that I can have accurate, warm, and bass heavy headphones without needing a larger home to house them all. Personally, I haven't found one pair of headphones that I like for everything, at least without throwing some tubes in front of them on occasion (which is what I would do if I had just one pair). However, from my experience, if you can get mostly accurate speakers and other components, you can throw an equalizer (some preamps and receivers have them built in) or tubes in the mix and warm them up or emphasize bass, if that is what you like. However, if you know you like warmth, and many people do, you could just get accurate components (which most are and measure well) and just throw some warm sounding speakers in the mix.
The strategy should always be to have equipment that serves YOUR taste, and unfortunately, you usually have to test it yourself to know for sure. If you get in the game of constantly tweaking based on the latest review and someone else's preferences, I think you get away from just enjoying the music. I am not saying that you should stop if it is your hobby. However, I would rather just put together a system based on my taste and enjoy it. I haven't added anything to my main system in a couple years and I haven't exchanged anything in my other systems for even longer. Does that mean I have the best reviewed, forum favored equipment there is?
No, I don't.
My main speaker system has a Denon 4311CI RECEIVER (the horror!!). Yep, I own an listen to music on a receiver! The reason I like it is that it has Audyssey room correction built in. From my experience, this has made a larger improvement in sound quality than $600+ DACs in my other setups. Of course, my room is problematic, so it fits my needs. My point isn't that you should buy the same receiver. It is that you should analyze your needs and fill those needs with equipment selected around your tastes and budget. Personally, I have gotten out of the hobby of analyzing my equipment and worrying about the latest component on the market. I just listen to music now, which is why I am happier with my setup than a lot of audiophiles with more expensive equipment. I do still read audiophile magazines, but my favorite section is concentrated on new music releases.