The difference is, when you're at home or in a car, other people can hear the music. Also, a nice stereo system does more than just play the audio. A car/home stereo plays the actual music, whether it be radio/cd/mp3 etc. Headphones just sit on your head and play the damn music.
If you really gave that much of a fuck about the clarity and range of your music, you'd listen to vinyl. Where the fuck do you go/what is it that you do that you need personal headphones, let alone overly expensive ones?