NEVER use just one headphone/earbud in a live situation. You cannot judge the level of the volume properly, and risk damaging your hearing.
I would suggest getting a cheap 2 channel mixer, ask for a monitor feed (line level, mono) and also take the same thing from the POD. Mix that to your liking, and use IEMs or headphones (cans) from your own mixer. This assumes you don't have Avioms or similar. A personal mix, like the Aviom system, really works best in situations where you are working ampless, though.
I found that the one thing you can do to help your sound folks is to spend some time using a mixer and doing some digital recording of a few selected patches that you use only at church. Get the levels so they are all about the same. Also, when you switch in your OD, distortion effects (FX1), make sure the level doesn't change significantly. Use the effect for "color" and work the guitar valume control. Nothing will get the sound guys pushing your channel fader down quicker than you switching patches or kicking in an effect, and having the guitar suddenly get much louder. Do that a couple times and you'll never be heard again .
Those are probably good phones for the money. I have several sets of headphones, and they are all different. But, a higher impedance set is recommended for the POD HD, so I would definitely get one set of those. I've used others, but my Beyer-Dynamic DT-770 (250 ohm) set is still my favorite (not in your price range though).