I messed around with a dinky plug-in headphone preamp and it was really really (really super omgosh) bad. So this is what I use right now after dealing with this issue for a while (I live in a mid-rise condo and I play LOTS).
Seems overkill but this is the result of much frustration and finally it's solved and I don't have to think about it anymore. It's integrated into my setup and it's also totally removable. Perfect for me.
I guess my point is that IF you care about your tone when you practice, you really need to drive a preamp or a DI designed for bass. THEN take that signal to mix with your play-along source and amplify it for your headphones. That's what the BassBuddy does but it's boutique, pricey, and not modular.
In my case I am monitoring the post-eq return from my LMIII, or, if I am without my amp I can monitor directly off the pedal board. In either case I am monitoring my processed signal just in front of the power amp section.
I know this is probably over-implemented for the OP's situation but it's food for thought.
I use Audio Technica M50s right now and they are great, if not TOTL. My headphones live a hard life.