I was just looking for a headphone stand which I could screw into the wall. I couldn't find one, almost started this thread, then looked around in the room and saw my guitar hanging. I slapped my face, and ordered a new guitar stand!
I think there must be such a dedicated headphone stand, but you can find these guitar stands in any music store for $5. Maybe you'd like the idea! 
By the way, if there are better looking headphone stands that I can mount in the wall, I'd be interested!













