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I agree with @AJ Henderson explanation of "Wall of Sound" concept. I'd like to add one more perspective. Some years ago I've ran into a very interesting way to look at a mix. The concept was about thinking of your audio image as of actual 3D image. Where the space can be defined by following means: Right\left - panning\balance Up\Down - EQ Far\Close - ...

This is confusing panning with space in the "wall of sound". There are multiple dimensions to sound. At a minimum you have placement in terms of relative "volume." You also have the dimension of frequency from low to high frequencies. You also have left to right placement in a stereo mix and if you are doing surround, you may have additional axis that ...

For the most part, with centered mixes, there is very little difference between speakers and headphones other than the impact of the acoustics of the room versus the sterile headphone environment. When you get in to stereo panning, however, an interesting thing happens. In a room, both ears hear sound from both speakers, so a sound coming only from the ...

With headphones you will get complete separation of left and right channels. You will only hear the left channel in the left ear and the right channel in the right ear, assuming you don't listen at insane volumes or put the headphones on backwards :) With speakers, aside from the reverb and echos in the room mentioned by @Eugene, you will still hear at ...

Well, I don't think that there will be much difference in stereo panning when using headphones rather than speakers since in both cases you have a correct stereo image provided by 2 sources. Of course there will be a difference in what you hear as described by @AJ Henderson but there's nothing you should do differently in sense of mix. However another issue ...