Headphone Practice

I think that the main problem with headphone out on a guitar amp is that amplifier itself is rather noisy and have rather much inherent distorsion that you will hear when you connect a pair of headphone.

The speakers in guitar amp combo or cabinet has a limited frequency response over 5 KHz and will therefore reduce/mask amp noise and distorsion.

Remember that a Guitar Amp (for electric guitar) is not a HiFi sound reproducing equipment, its a instrument itself that should colour the sound in different ways

So all in all then headphone practice through an amp is not the best idea then?

I usually just forgo the amp when I use headphones. I just plug straight into the effects pedal. But I found that most "professional dj headphones" work well, and they really aren't that expensive