The complementary use of headphones and monitors is normally recommanded, but if your room isn't perfect or has maybe a bad frequency response I would go to mix on certain headphones which are built for mastering or mixing. It isn't so difficult to mix with headphones when you have some experiences. I do this very often if I have to do a mixing job at other people's studio and/or if I don't know their room characteristic well.
What you need is/are only some linear sounding headphones and some of your favourite cd's. You also have to know that you should do more breaks during mixing compared to monitors, because your ears become faster tired. That's all.
For mixing I made remarkable results with Ultrasone Signature PRO in combination with SHURE SRH-940. (I produce and mix mostly EDM). For Rock/Pop I love the Ultrasone PRO 2900 and AKG K702.
Most important is that you like the headphone and that you know it well. Same with monitors. But the advantage of headphones is, that you can take them with you and that you are room independent.
Instruments: AKAI S1100,EMU Ultra E6400,Kurzweil K2000,Korg WS EX,Roland S750,D550,JD990,MKS70,SH101,Waldorf Blofeld,Ensoniq SQ80.
Studio gear Lexicon 300,Eventide DSP4000,Lexicon MPX1,Roland SRV2000/330,RSP Intelliverb,T.C. D-two,Korg SDD2000,Electrix Warp Factory,MXR Phase 90,Edison EX1,T.C. Finalizer+, DBX166A,166XL,160,286A,Dualfex II,Mackie 1604VLZ pro,Mackie Control,RME AIO PCIe,UAD2 Solo,PC Intel Core i7 2600 4x3.40GHz,Steinberg Cubase 6.5,MOTU Midiexpress 128,Ultrasone Signature PRO