A lot of amps and modelers have headphone jacks, so you'd just plug in there.
My only recommendation is to buy headphones that are very comfortable.
I use a pair of open-back AKG Q701's that are light and poofy. But they're pretty expensive.
https://www.amazon.com/AKG-Signature-Reference-Class-Premium-Headphones/dp/B004444O3W
(A bit of sound also leaks from them since they're open-back, but that's the type of headphones they are.)
I find other headphones get uncomfortable on my head and ears after a while.
-Carl.
Carl King[br]GuitarTricks Video Director / Producer