I used to get into trouble every time I mixed in cans. They're nice for checking your reverbs and detail work though, but apart from that, I wouldn't recommend using them for anything other than A/B referencing.
I can tell you one thing... DO NOT, under ANY circumstance, buy those Sony MDR-7509's. I made that mistake after hearing hundreds of reviews that they were the second generation of the industry standard engineering headphones. Eventually I ponied up the dough, and they sound horrible. Not a good "true" horrible, but like someone's playing music through a hollow coke can in a toilet.
Just throwing that out there.
Beyond that, I haven't experimented with anything else that's "supposedly" proper for mixing. My monitors treat me just right.
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