I just use a pair of relatively inexpensive Sony headphones .. and it sounds great.

I just got a Kustom PW50 for jamming at home at lower volume so I dont have to crank up my SVMKII HD100.

Ill be testing it out this afternoon .. hope it does well as I love the ins/outs of this small tower 50 watt PA unit ..

I read many posts about headphones and followed the advice to look for high impedance (greater than 150 ohms). I wound up getting the Koss Pro4AA for around $75 and they sound great with my HD500. Nice flat response, and closed ear. Much easier to tweak with the headphones and have a great sound when I run to the PA. They are also working great for mixing work. It seems most places are selling them at $99 right now - at least there's a lifetime warranty!