Sony MDR-7506
Do NOT fucking rail me on this.
Been mixing on these cans for years, it's doable. However, you MUST check on speakers. You can't mix on heapdhones alone....well.....you can but you better be damn good and have a lot of experience at it.
I don't know about all headphones, but with the 7506 model as well as a few others I have tried, you should start mixing at a moderate, but nowhere close to "loud" volume, and once you have established a solid foundation, crank 'em up. Tweak from there. However, you should roll the volume levels up and down from time to time to check for consistancy.
One thing that most people don't think about (or seemingly don't consider) is the fact that your ears have natural compression built in that will fuck with percieved aural space and overall sonic energy past a certain threshold. This is where ear fatigue comes into play. Mixing in cans can be decieveing and frustrating but it doesnt have to be. Just be smart about it and realize whats going on and that there is no "real-world" in headphones. No reference point but dead silence.
Bringing me to my next point. THE SECOND EVERYTHING STARTS SOUNDING LIKE MUSH, STOP!!! Take off the cans, go out for a smoke or something but wait for at least 2 minutes then listen again. Repeat.
All that being said, if you go with the Sony 7506's, make it fat, make it punchy, but DONT make it too bright. these cans tend to be a little false in the lo-mids to the point that you will want to mix bright.
Sorry for being a little spotty in my response, but I am kind of in a rush and a little scatter brained at this point.
-the kid