I use headphones, really about the frist 5 minutes and occasionally thereafter to check things...
I found that first, it was pointless, I couldn't hear what was headphone and what was PA...
But recently I bought this little headphone amp (not a REAL one), but this thing called a Boostaroo. It is a 3 headphone splitter/booster made for gameboys and walkmans... $20...
Anyways, that boosts my signal so I can hear. It generally sounds crappy, but it does give me an idea of what my recording sounds like compared to the room.
Recently, at less crowded shows, I've worn my headphones because I can eliminate half the audience noise that way - at least to my ears. No talkers right next to me, my "ears" are now 5 feet above my head.
Of course, I'm part of Team Ghetto Rig, so what do I know...
Terry