In my small rig based on HX Stomp I use headphones out with wireless headset. However it's not good idea for live situation in my case because of e.g. headphones size. For practice it's great due to good sound quality, low latency (under 20ms) and isolation. So in general I'm using Steelseries Arctis 7 headphones (dedicated for gamers) with dedicated transmitter. You can try them.