I didn't read through all the responses (Lucky me, I have a felling), so if someone already went into this, just consider that I concur.
If it sounds fine to you on your monitors, but not on anything else the chief problem is your monitoring system (not that there aren't other problems).
Investing in a decent set of monitors is one of the best things you can do. A speaker system that isn’t flat in an untreated room will give you an inaccurate representation of your recording. The worst thing you can have is a speaker that makes your mix sound better than it is.
There are a lot of good monitors to choose from. I use the Yorkville YSM-1i for nearfield (close) monitoring.
Monitor your mix at moderate levels. Too loud also gives a false representation – more bright and bassy than it really is, due to the Fletcher-Munson Effect.
http://www.allchurchsound.com/ACS/edart/fmelc.html
I’ve known people who struggled for years with hi-fi stereo speakers, many of which aren’t designed to be true, but emphasize highs and bass. What you get when you mix on these is something with too much mid frequency, which sounds dull and honky on other systems.
~Tim