Keeping Yer Lugs Warm
It's always worth monitoring your recording through a decent pair of headphones (aka cans) if you can - hmmm, hint of Suzi Quatro there - although wearing tight leather clothing isn't always essential for successful recording...
You're probably best to use circum-aural (whole ear covering), closed back cans eg. DT100's (the most comfortable I've found).
See pic... (sometime)
The reason I go for closed back is you've more of a chance of hearing what you're recording rather than getting distracted by ambient audio which your mic may not be picking up. Good quality stereo hi-fi type cans will definitely do a fine job from manufactures such as Audio Technica, Beyerdynamic, Sennheiser, etc... Decent cans shouldn't set you back much over £35 eg Beyerdynamic DT231s – even cheaper than the oft touted DT231 Galactics – and not tailored for mp3 which probably means they don't colour the sound with overly boosted bass and treble – lovely but I find them slightly less comfortable than the DT100s as the sit a little on top of your ears rather than completely enclosing them.