MOTM

I use the SONY MDR7506.  I have 8 pair in the two studios.  I also 
have 4 pair of an older Fostex headphone which are not as nice. The 
Sonys sound great.  
Now I use these to monitor while I am recording, to listen to 
existing tracks as well as what I am playing.  I do not mix with 
headphones at all, although I will sometimes listen to a completed 
mix through headphones as well as on a variety of speakers.  I don't 
recommend mixing through headphones, a decent set of monitor 
speakers will get you a better mix.
I have tried a variety of headphones over the years, the Sonys are 
the best IMHO for monitoring while recording.