the grado's never floated my boat when it came to bass, although for UK buyers, at $99 shipped the MS-1's are a great offer. i'd give the Grado's a miss and try the Denon AH-D1000's which i think are better than the lower end Grado's. they offer better bass weight, and they sound just as, if not more sweeter.
i got mine from hifibitz
http://www.hifibitz.co.uk/product.asp?id=6072
Out of your three, i'd go for the HD595's, if i
HAD to choose out of the three, but i think you'd be missing out by not giving the Denon's a go.
personally for dance might stay away from all three, and go for a pair of Senn HD25-1's.
http://www.rebelio.co.uk/app/urwfilt...ack/index.html
and treat yourself to a nice pair of velour earpads for them.
or alternatively go with DorKnight's suggestion.