Buying headphones, headphone amplifier and cd player. Having hard time figuring out what is the best choice.

I am going to be presented Grado SR125 headphones, and for that occasion I decided to buy a decent cd player and headphone amplifier to match them.

Now I more or less have an idea of what kind of equipment I want to buy:

Denon DCD-510AE BK

Fiio E9 Headphone Amplifier

Grado SR125

The questions are:

01. How good are all the units by themselves?

02. How well do they go along with each other? Maybe one of the items brings the overall sound quality down?

03. How good is the CD player? I like its 24 bit DAC, which is quite a rarity among CD players which cost less then 300 USD. I can afford the price up to 400 USD if you have something better to suggest. But as far as I know that Denon model is quite a decent one.

04. Do I need a headphone amplifier at all? I was actually surprised to discover that most of people highly recommend buying a headphone amplifier even for those Grados. But to my recollection, even a cheap mp3 player didn't have any trouble with driving them.

The budget limit - 600 USD. You are welcome to suggest anything in this price range (I mean CD Player + Headphone Amplifier/CD Player with in-build amplifier)