speakers aren't really an option here so I have a Schiitt Magni amp paired with a Schiit Modi DAC and AKG K712s as my daily headphones.
When I am watching movies I usually turn on my surround sound software.
https://fongaudio.com/out-of-your-head-software/
While it isn't perfect, it does the best simulated surround I have heard outside the Realiser A8 (
http://www.smyth-research.com/products.html).
I use the Acoustic Zen Maestro setting, which is a 7.1 surround setup in the Acoustic Zen listening room which has had microphones placed in specific places in order to capture how the speakers sound in the "perfect" listening environment.
Closest I will ever get to hearing $36,000 speakers. The software really does a good job in adding depth and soundstage to movies. This is the pretty much the closest you can get to speaker sound without actually having to get good speakers.
Unfortunately with cheaper headphones i have found the software tends to cause a decent bit of distortion at medium to high listening levels. With my headphones though it works really well at all but the highest volume levels.