We have always been suggested not to mix on headphones for many reasons such as: spending too much time with headphones on is dangerous for our ears; the mix won't translate well on speakers; you are more subject to ear fatigue, etc. But there are some exceptions when headphones become very handy.
Here are my 4 Top Tips on using headphones while mixing for specific purposes.
Mixing with headphones: Check the low end
If you work in a not treated room, a good pair of headphones is useful to check your low frequencies.
With headphones, you'll take to room out of the equation.
Mixing with headphones: Check FXs
Turned up that headphones are handy when applying reverbs and delay. It's unbelievable how well they can give you a good understanding of the amount of FXs.
Mixing with headphones: Editing
Headphones are also suitable for editing purposes as noises, pops and clips become very evident.
Mixing with headphones: Check the entire song
Use headphones at the end of the mix to double-check the entire song/track. For this purpose, you should use both studio and commercial headphones/earplugs.