A word about Headphones
Headphones are an area that many DJs choose to cut costs. I really recommend against this because with headphones you REALLY get what you pay for. Cheap headphones are made from cheap materials and are likely to break on you at a very inopportune time - like when playing in front of a crowd. Cheap headphones also sound horrible and muddy - meaning that it will be harder for you to use them to mix. Take my advice here and buy a good set of headphones. They will last longer and actually can help improve your mixing.
Suggested Headphones
The following are the headphones I suggest. They are all the top quality materials and sound great. You can't go wrong with any of these models.