Much has been said/written about headphones. The end conclusion has got to be that this is probably the most personal piece of kit you can own. Every DJ has a different set of wishes and demands. In theory you can use just about any pair of headsets, from the 20 euro Sennheiser HD201s (the exception to the rule that cheap is always bad in (sound)quality) to a couple of hundred bucks for more esoteric makes and models.
How do you find out which are for you? By starting to use them and paying attention to what you don’t like about them, this can be looks, comfort (both on your head and around your neck), cable (curled or straight, long or short), sound (too much or too little bass, too much or too little emphasis on the highs), build quality and replacability of parts (Sennheiser HD25s for example can have every part replaced and they last forever). Another big issue is on-ear or over-ear for example.