Here you can read the dimensions for all the different cable plugs and pcb-mounts. http://www.deltarf.com/pdf/DeltaMMCX.pdf
Each manufacturer might have some minor difference in size though, but since it's a closely specified standard there shouldn't be any problematic deviation even if you order some other brand.
The pcb jack might me tricky to fasten in the cup properly, so I'm thinking the "straight bulkhead receptacle, jack (female)" is the way to go. Problem is that this one is a little harder to find. I've only found one brand making them as a solderable version: Huber + Suhner, item no 22652326. Depending on how you choose to proceed it may or may not fit in the existing cable entry in your headphones. But seeing as the male straight cable plug is 4mm in diameter at the thickest part (if I read the drawing correctly) and at least my bigger headphones have a 4 or 5 mm cable, there should be no need to drill a bigger hole. Regular straight male cable plugs which are solderable (both core and shield) are easy to find.
These MMCX coax cables are specified to have a flat impedance curve of 50 Ohm (reactive resistance) at HF ranges. I've read that there's also a 75 Ohm version of this standard that has both a bigger and smaller size, but the 50 Ohm one will always be the small size (or maybe I'm confusing it with SMB). At audio range this doesn't matter (directly at least, but the consequences of cable construction does I guess) They are usually very low capacitance despite their size (around 30 pF/feet), and shield series resistance shouldn't be a problem with the silverplated copper braid version of wires. The core though, might have strands of steel in the center, with copper and silver on top, and is of a rather light gauge. But I think these 2,55 mm coax cables have a core of 0,14mm^2 area (awg24?), and as I understand it, this wire should be okay up to about 8 metres, or more, for 32 Ohm headphones, given the maximum of 5% of the speakers' impedance for a cable that I've read someone said is a safe limit. (Might update with source if I can find who employed this reasoning).
Edit: The Huber + Suhner female bulkhead requires a 4,6mm panel hole, with a corda that fixes it so it doesn't rotate. That might be a problem if you can't fasten the bolt very tightly. The size of the female jack should on the other hand work fine with any headphone imaginable. Huber + Suhner specs pdf: http://www.hubersuhner.se/co-se/sv/mozilla/write_product_document?prm=367EBB39C9FD2CA8F8F4E9E8207FD784&file=85F82496E681B4F969443D2EACCFACDA09B607AAC0AD8078&type=DED41410F4FC6804F19830FA5CB25AD749588AD9B67F8262This
This a freakishly small connector, might be a pain to do solder work on but other than that it really seems like the perfect detachable cable solution on headphones. I'm thinking I might do this mod to all my headphones and have a modular system of cable lengths and designs! 
Edit2: mistypes
Edited by kylnegzmieer - 9/23/10 at 8:12pm
