Some tend to view headphones as a viable monitoring solution for tweaking patch/JTV settings, but if you play live in a band I wonder if that is really true. Sure it sounds rich and you can feed your mp3 into the pod for easy "play along," but I wonder if it doesn't make things sound better or at least different than they really will in a band mix.
No two final output devices are going to sound exactly the same...don't care what anyone says. That being said, IF your live rig is FRFR, headphones are a perfectly viable tweaking tool, provided that you're using an appropriate set. If you're using a regular amp and cab, then you can forget it. You won't even get close.
I use a pair of AKG 240S cans that get me very close to what I get from my L2T. It's never gonna be identical, but it's damn close...minimal tweaking required between them.
Stick with pairs that are billed as "studio" or "studio monitor" headphones...something that will give you a reasonably flat response. If it says "Dr. Dre" on it, it's not the tool for the job. There are tons of options from the reasonably priced, to the absurd. The AKG's are ~$100 most places, and sound great. Been using them for years.