Using headphones to mix is not ideal. Many of the consumer models are designed like home stereo speakers... to give a "colored" version of the music..... perhaps more bottom end.... or some other coloration that an engineer figured would make their product stand out in the market place. They are designed to enhance the music, to make it sound "better" and for an engineer/producer, that is not acceptable in the mix stages of the process. When mixing, you want the whole truth in all it's beauty and ugliness, because only then are you able to make the correct decisions.
In a studio, you need as flat and unbiased a sound as possible so you can hear the mix as it really is. Only then can you mix so it will translate well across multiple platforms.
Studio reference monitors are a good step in that direction. They are critical. Much has been written and said on this one topic.... I recommend Mike Senior's Mixing for the Small Studio. The first few chapters are devoted to monitoring, it's that important.
Having a good sounding, properly treated (acoustically speaking) room is just as important. However, for many of us who pursue this as a hobby, that is not always possible.... for example my room/studio would be considered a nightmare by any studio standard out there. So many rules broken here.
Still, I manage to turn out music that is very compatible across platforms and sonically pleasing. I have employed a software plug called ARC. Room correction software. The plug analyzes the room across a variety of frequencies and compensates for the room to some degree. It works well, and the resultant mixes are (hopefully) a more accurate rendition of what is really there.
None of these by themselves are a magic fix. Learning the tools you have and use however, will allow you, with time, to produce mixes that translate well to most platforms.
I do use and mix on occasion in some cheap $30 Yamaha headphones I bought from a bargain bin at Guitar Center. I mix this way when my family is sleeping or working in the other room. However, after mixing on the cans, I will run it later on the studio monitors to check the mix sonically.
And yes.... I make one mix.