For me, I can't mix without having multiple monitors. I've been accustomed to using the studio technique of the Genelecs and NS-10s, in combination with the far-fields in the wall. You'll be surprised how good your song sounds when you mix on NS-10s, where it's really good for hearing the vocals, not too much bass.
At home I just have a pair of sonys and some other shit that my roommate brought to the apartment. I use the A-B switch CONSTANTLY during my mix. I've definitely had my share of mixing in headphones, especially when the studio was at my mom's house and I was up all night. But the ear fatigue will take over real quick and your ears will not only start to feel uncomfortable, but they'll play tricks on you eventually. You won't notice how loud it is, because it sounds fine in your ears. But over a few hours, it's a pain in the ass (or ear) even if it's been playing low.
During mixing, I switch between my different monitors and then headphones, and then back to monitors several times. I used to have to burn a CD and play it in different cars, houses, etc. but that takes too damn long. I still do it, but realize that my mix is sounding much better, so I don't go back to the drawing board (mixing board) that often anymore once my mix is done.
Also, I mix at various levels. I like to keep the monitors relatively low most of the time, then turn it up when I make a change that I'm comfortable with. There have been times when I mix loud, and everything is there, and then when I turn it down you can't even hear the vocals.
But monitoring itself is an art. You need to get the the TRUEST monitors, and FLATTEST monitors that you can. If your room doesn't sound good enough, get a graphic EQ and shape your room better.
Hope this helped.
-Hypno
