I'm a bit of a headphone nut; I usually practice bass with a pair of AKG K701, or Alessandro MS2 - those are both open headphones though. For closed, you cannot possibly go wrong with the ATH-M50. They are relatively cheap, got mine for 90USD; the other two headphones I listed cost about 300USD each. They sound fantastic, and I find them pretty comfortable. The only downside is that they can get a bit hot after some wearing, but then again that happens to me with all closed headphones. They are easy to drive too (won't need a dedicated headphone amp, usually).
I also like my Beyerdynamic DT990 Pro (250ohms model). It's a bit heavy on the bass side though, and while playing a bass guitar that just ends up being a bit too much bass.. but if you're listening to a song and want to figure out the basslines, it's perfect.