Sennheiser HD 280 Pro sound very nice and neutral and, on my ears, are comfortable of hours at a time.
If they fit your ears,
the Sennheiser HD 25 II Pro are also great sounding--but too small for many people.
The posts above are right thought--you can probably get second hand monitors for the same price as decent headphones.
...and, if you DO still go with headphones, allow a bunch of time to learn the sound. Do a trial mix then listen to that mix on everything from your iPod to a car stereo to a decent hifi unit. It'll sound different on these compared to your headphones so decide what you need to change to make things sound right in the "real world". Repeat until you're happy that you know how things have to sound in your headphones to sound "right" elsewhere.
You have to do the same with a new set of monitors of course...but the differences should be a lot less with speakers than with headphones.