Never do your mixing on headphones. Some sellers will claim that certain headphones can be used for mixing, that's total BS imo. You can use phones to just get a vague feel for where to start, but then dont use them again. When you get it right on 3 or 4 different stereo/speaker systems, then it is almost guaranteed to sound good on headphones after that.
Dont try to record and mix on the same day. I turn things up when I record, not so loud when I mix. Ear fatigue is the biggest singel cause of "deception" there is. Easy to prove it to yourself. Record for a day on headphones, turn it up so it's fun. Then mix it real quick before you stop for the day. Come back the next day or the day after and listen to your quick mix, you'll be surprised, you'll wonder why you mixed it that way.
Mixing should be about the same as a firm speaking voice. You should be able to play your mix and talk about it with the person standing next to you without having to raise your voice. Your talking voices should not prevent you from hearing anything in the mix, and the mix should not prevent you from hearing each other talk. The worse your room is acoustically, the closer you should be to the speakers. The closer you have to be to the speakers, the lower the volume should be. The room will lie to you just as much as anything else, if the room is not treated or not designed for mixing. (Try mixing in a square basement with cement walls!)
But when you think your mix is "finished" (hint: it's never finished!) then take it to someone else's house on their stereo and play it louder than usual, but don't sit still while listening. Walk around the room while it plays, and notice the effect the room nodes have on the way the mix sounds. Rooms can be just as deceiving as speakers and headphones. This will highlight a lot of the most obvious things to fix, so take notes. Remix, do it again on a different day. Burn a test cd, play it in the car, play it on the computer, play it on the stereo, take notes, remix, rinse and repeat....etc....etc....etc....until it sounds like a store-bought home made demo no matter which system you play it on.
Then burn a 1000 copies and give them away and start on your next album.