If you have to mix with headphones, your best bet would be to get as many different ones as possible. Audition a bunch of them, and pick up at least one pair that are lighter in the bass, like the K240. Throw in something with more bass like a Sony, and if you have any money left, pick up whatever else you can get your hands on.
Some things to keep in mind:
*Be conservative in how you pan. Your stereo perception will be much wider, so the temptation will be to use a lot more of it than what would normally sound "right" over speakers.
* Try cheating your vocals up a hair more than what normally sounds right (1 to 1.5 db), as they can be easier to hear/distinguish over the cans than they would over speakers, making you think they're louder than they really are.
Reverbs are also more evident over the phones, so don't be surprized if you apply what sounded like the perfect amount of verb, only to have it lost when you play back on speakers.
and most important,
* check everything often for mono-compatibility.
If you can get everything to translate well on all of the different headphones at the same time, and they check out well in mono, then chances are you've got a pretty decent mix.
Contrary to what some people may tell you, mixing on the cans does have a few advantages. For one, you get a flatter frequency response than if you mix in a small, square, poorly-treated room. Secondly, you'll be able to catch small things better, like random pops, random noises that creep in where you forgot to silence a track, performance glitches, etc. Like anything else, familiarize yourself with how they sound. Listen to great mixes on them.
