Cords are only a PITA if you don't have them laid out properly, or if too short, or what have you...but I would always rather plug in than use wireless.
At the console, there's a close by connection. For longer runs when I'm tracking, I have some passive headphone boxes I'll put out near to where I'm standing, so I run a line from the headphone amp to the box, and then plug the headphone in at the box.
For tracking guitars, I made a harness that has both guitar cord and headphone extension cord with a female connector that ends up right next to the guitar jack. I then have a very short cord from the headphones to that female connector.
I have headphones that have removable cables...so I can use a long one or a short one.
Works great...the guitar cable and headphone extension cable are both on the same side and move together...there's no headphone cable for me to get tangled up in.