I've read that one of the challenges of mixing with headphones, even quality ones where the midrange and upper ranges are accurately reproduced, is that the lack of significant lows in the phones can result in the mixes sounding "bass-heavy" when transported to other systems (a problem addressed by experience and good use of reference material).
Decent headphones don't lack the low end at all -- most can deliver lower frequencies than modest speakers can. The issue is that you don't 'feel' that bass in the chest like you do with speakers, and the inexperienced over-compensate for that.
Is the opposite situation true when using a sub-woofer - that effort must be made to be sure they don't turn out "bass-light" when played on other systems?
If the sub is set up correctly is isn't an issue -- you just have a well balanced 'full-range' monitoring systems. However, probably 80% of every home studio (and some pro studios) I've visited have had the subwoofer turned up way too loud, with the inevitable result that mixes often end up sounding bass light elsewhere.
As always, constant referencing to known 'good' commercial music helps to assess whether the speakers in front of you (or headphones) are being misleading in any significant way.
Technical Editor, Sound On Sound