Tony,
Don is right here...the only value to headphones, even good ones is to hear placement in the mix and relative velocities etc. Once you hear that you NEED to switch to speakers to mix down. The sound difference is in fact incredible.

When I do my mixes, I actually go through 2 stages of speakers. My studio monitors, then a set of stereo speakers hooked up to my cd burner and there is quite a difference between those two as well. For the final mix though, I use the standard stereo speakers, because they are closer to what I feel most will be listening on. The studio monitors are better for dialing in beyond the headphones the placement in the mix of the different elements.
jam on,
Terry