I just bought a Presonus Firebox, and I am now in need of a good pair of headphones (I think that a nice pair of monitors would be more expensive, and I won't be putting massive amounts of work into my recordings). Any suggestions?
People are gunna hate me for saying this, but AKG 66's are really good for the money, they cost about $60Au, and they sound much better than some of the $150+ headphones that I've heard, I have a few pears of them. My main ones are Sennhieser HD570's, they cost about $350AU.
Are you planning on mixing with them?

If so, go with desktop studio monitors. Look for some KRK RP5s on ebay or somewhere. You can usually get them or $100 each new.

You can mix on headphones but its best to use monitors...

If you are just singing and need some cans to track, go for a closed design such as the Sennheiser HD280s so you don't bleed audio or a click into the mic ( A problem I get a lot with my Grado Labs SR80s)
Yeah you atleast need left and right near fields for mixing, I don't think you really need to spend a great deal on monitors, anything with a flat response will do fine. For mixing I have a pair of M-Audio DX4's, but for just recreational listening I use a logitech pc setup with a 25 watt sub, a 15 watt sub, two ten watt monitors, and two 15 watt monitors. Obviously I can't use the logitech setup for mixing though, unfortunatley my ear isn't good enough to compensate for the subs yet.
regardless of the monitors i buy, should i connect them to my firebox with TRS cables or standard 1/4 inch instrument cables?
use balanced 1/4" TRS cables....the XLR cables are the same thing but they lock in place at one end and are more sturdy. For monitors the TRS will work fine though.
Just keep them hooked to the new interface though.

one last thing, monitors - Last thing on, first thing off (when powering up or down your gear)
And NEVER put your nearfields in a tight enclosed space, such as a bookshelf between books, especially the lower end models, and leave them on for extended periods of time. They can and will put off large amounts of heat, and run the risk of shutting themselves down, or worse, causing damage to themselves or anything near them.
Yeah you definatly have to be careful with active monitors, if you can find a way to elevate them with out enclosing them then thats cool, I have a bit of an engineering back ground so I worked on converting two mic stands into height adjustable monitor stands. Simply put you want the tweeters at ear level on your near fields, but it depends on your hearing, alot of older engineers dismantle their monitors and have the tweeters closer because they have tinitis.
kool idea with the mic stand for a monitor mount but those monitors can be heavy...

I prefer using store bought stands (good quality ones as well). Some velcro and weights on the stands and you should not need to worry about them falling over.