Well, I assume you have a soundcard/amp thats capable of driving 250 Ohms?
Yes, typically, a higher impedance is better, for various reasons. But its hard to compare different brands by JUST impedance.
Sennheiser has the best acoustics out of everyone, that is true, but I prefer Beyerdynamic these days, as the Beyerdynamic DT-770 (250 Ohm version) is a significant upgrade over my Sennheiser PC350's. [Especially in Bass/lows].
The guru3d guys are very good in this area; I went to them before I purchased the Beyerdynamic DT-770's, so I recommend heading either there or to hifi.org.