The sacrifice will be small if you go up to some pretty high end stuff. at the midrange market, the sacrifice is more obvious, yes. at least in my experience.
So, as an example, the old Denon D7000 has a very nice soundstage and powerful bass. I was not as big a fan of the D5000 as the bass was just too much.
Something you might want to consider since the D5000 and D7000 are out of production is a Lawton Audio MD2000 or MD5000 model. I think they still have D5000 and D2000 in stock to make their modified versions.
I owned a used MD5000 once and it was very good. they put damping material inside the wood cups to make the bass less resonant and then they replace the leather pads with thicker ones. The result is a larger sounding soundstage and more controlled bass (but still more powerful than most other headphones).
don't bother with their expensive cable upgrades or the fancy woods if you don't want. the key is the cup damping and the bigger pads.
aside from that option, there's the Audeze LCD2. those are heavy headphones and need a strong amplifier but they have truly incredible, clean, strong bass. soundstage is a bit narrow compared to other $1K headphones but is still very good.
The Fostex TH900 is crazy expensive at $2K but there's a lower end model coming out called the TH600 that supposedly keeps the general character of the sound of the TH900 (it's a more refined D7000 sound) but isn't quite as fast or free of distortion. that one is about $900 or 1K, I think.
I'll also reiterate the recommendation for the Mad Dogs headphones. they don't have the same bass impact as the Audeze or Denon cans and the soundstage is a bit smaller but... it's incredibly fast and clean with excellent bass response and a very good soundtsage for a closed can. needs powerful amplification to sound its best but, at around $300 bucks, you'll have some money left for a good amp to make it shine.
