Yes. I've done ABX testing on my HT, and my HD800s, repeatedly. I do ABX testing with album versions on occasion to determine if, as an example, the 1989 release of Pretty Hate Machine actually sounds (subjectively) better (to my ears) than the 2010 remaster, or that the original issue of Garbage 2.0 sounds better than the 20th Anniversary remaster.
The original test that got me into the scene way back in the 00s was toggling between a CD player and my iPod on the same Hi-Fi setup, with different kinds of material to cover my tastes at the time. First it was done blindly by the store owner (so I couldn't see which was which), and then he let me take over to see for myself for a while.
I get the skepticism, really, and I'm not making claims that I'm some golden-eared savant (because I have medical confirmation I'm very much not, at least when it comes to audible speech). I am saying that for me specifically, I find the differences in the files on my equipment to generally be noticeable enough to warrant the increase in stored quality.
Would I recommend the HD800s to folks? Hell no, I bought those because I wanted them, Colorware paint job and all. That's the secret to most audiophile kit in my experience: we're all just paying for stuff we think looks and sounds cool, and that comes with a premium over function alone.