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.
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?

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.