The rule is you ain't supposed to mix on headphones. But from a practical perspective (and the fact I used to do broadcast) I mix on headphones all the time. For me, the horrid sound of most rooms is such that the room-free sound of headphones is vastly better.
I have a Blue Sky 5.1 Mediadesk speaker system. And it do sound very good. But it's not in a terribly acoustically nice room. And I don't want to bother other people and even though I have made it as quiet (and fan-free) as I can it isn't always that quiet here. So I mix on a pair of Sennheiser 600 headphones a great deal.
The Sennheisers are really quite good. And they're comfy for wearing many hours at a time.
Sonarworks makes a headphone calibration tool which patches into your 2-mix buss (or, alternatively you can patch it into a surround mix buss).
Does it work? Well, honestly it doesn't make me make different decisions regarding a mix. But it does make mixing more pleasant. So it essentially is a "better" button.
Honestly, I'm tempted to leave it turned on for when I export mixes. It's probably not a good idea, but you can see the blue line above to see what it does using the Sennheiser 600 preset (it does the inversion of what the blue curve indicates). But it makes the mids a tad more linear and un-tubby's the bass while extending the bass way down.
The software license (without them personally calibrating your actual set of headphones) is $69. Which is fairly decent. It might be worthwhile because listening through their plugin does reduce fatigue. And that's important.
So. Yeah. Worth it.