#2
I have AKG HP40's and I like them. But I don't know too much about headphones and stuff. But they work with my amp. You can probably get some at RadioShack or GuitarCenter.
#3
It doesn't really matter that much, since it's just for practice. Any headphones should work.
If you could blow up the world with a flick of a switch,
Would you do it?

If you could make everybody poor just so you could be rich,
Would you do it?

With all your power,
What would you do?
#4
http://www.guitarcenter.com/shop/product/buy_yamaha_rh3c_professional_stereo_headphones?full_sku=103248100

those are the ones i use.......perfect sound isolation and you can remove the amp jack and can plug it into your ipod or whatever for song reference.
Play the man, Master Ridley; we shall this day light such a candle, by God's grace, in England, as I trust shall never be put out.