Of course, it's best to find time in which you won't be disturbed to listen to cans.
For all other moments, it's probably best to use open cans.
But I don't have very decent open cans (except PX100's).
My solution:
I use the mixing console of a multitrack recorder as a headphones amp. I have a mike connected to an extra channel, mixed in at an appropriate level and panned to the middle.
This way, I can listen to my W1000's on the volume settings I desire, but still be able to hear the $#%#@ phone and the *(&%$)$#doorbell.
The mike and the multitrack are things I have in my posession for several years, but if you need to buy stuff, it won't have to be too suffisticated. A decent mixing console and a cheap mike won't set you back too much.