The main reason to use closed-back headphones are if you need more isolation from the music in the headphones, usually because you're close to mics that are being recorded. The most basic example is recording vocals.
But if you're using the headphones more as monitors, and a bit of leakage doesn't matter, then open-back headphones tend to sound, well, more open. And they're usually more comfortable.
I've got some headphones here. The pair that gets used most often are the 250 ohm Beyer DM 990 Pro. I use a pair of ISK HD-9999's when I need more isolation. They're quite good and cheap, and close to AKGs.
The two pairs that get the most use for actual music production are the two least expensive. : )
Although, if I'm working under headphones at night, and composing and producing, the Audeze LCD-XCs give me the best results, in terms of when I fire up my monitors the next day, everything sounds about right, without having to retweek too much. But they're are quite a rig, and are pricey.
I use the 990s for more work in the studio, and then even hanging out and listening to music and watching movies on the iPad. They're very comfortable. I even fall asleep with them on sometimes.