I too have used a variety of headphones with the various detectors I have had good success with them.
However I have read that it is best to keep the volume at max on detectors ( if they have volume control ) and adjust the volume control on the headphones for the best results on deep targets.
I have not paid too much attention to this in the past, but I am now rethinking that this may be important when searching for deep targets.
I have a Sovereign GT and have been using headphones with no volume control, but the Sovereign has a volume control so I figured this setup was OK.
I recently bought some headphones that have volume control on them and now having the volume set at max and adjusting the headphones really makes a difference in hearing targets that are deep.
Although I have not done a lot of testing, I did find 4 deep coins last weekend that gave loud signals that would have given very faint signals with the previous headphones and setup I was using.
I was surprised at how loud they were compared to hearing these types of signals before.
I'm not saying that you are going to miss deep targets by adjusting the volume control on the detector to a comfortable level, but It could happen if you are not paying close attention, and personally, I don't want to take that chance.
As far as searching for shallow targets, any headphone will be suitable.
I have even just used the external speaker on hot summer days and did great!
Currently, I am using the Koss UR-30 headphones with my X-Terra 50 which do not have volume control,but I keep the volume control on the detector set pretty high to make sure I don't miss any deep goodies.
Maybe some others will give their opinions on this,
Felix