We are currently using in-ear monitors instead of wedges. Works really well for me. We were getting rediculously loud because the guitar players can't control their volume, always on 10. So, it was decided that there would be no more amps/cabs on stage, not even monitors. So far, the only persons it's not working for are the guitarists, who think they should be so loud. Louder than even the vocals.
If the house can't give you a monitor feed from the board, you might be able to get your signal from your amp's DI out, provided it has one. You'll just need to adjust the gains between the amp and the transmitter.
It would go something like:
amp's DI out > wireless transmitter >>> wireless receiver >ear-piece >your ear
Or a wireless headphone system. Like these from Sennheiser:
http://www.sennheiserusa.com/newsite/category.asp?, if you have headphone jacks on your amp. Get RF, i think the infrared needs line of sight.