it's best to listen to mixes without the equalizer on, as that way you listen to it the way the artist intended
but if the mix is made crappily i usually use vocal booster to hear the vocals better. it doesn't always work, though.
Listen to good music. Good music is meant to be heard the way it was recorded/produced. All DSP's off except if you have a high quality mp3 player and can upsample to 96k. To even take advantage of that you'd have to have good headphones, however, attached to a DAC.
All in all, it depends on the headphones. Some are made to be too bright, some too bass-heavy. Figure out which yours are and adjust accordingly. It's your Sound, you know what you like best
but on a more serious note- I'd reiterate what GSingh just said. The mixes I make don't always sound the same across the headphones that I have. So whether you're in a dance room, alone using apple earbuds, connected to your car speakers, using your dre beats (whatever compels you to do so), or using actual studio headphones- that decision will shape how your music will fill the room/your ears.