Reddit mentions of KAT Percussion KTUI26 Ultra Isolation Headphones

The problem is that whatever you use, you'll keep hearing your horn relatively loudly because of bone conduction. Mouthpiece vibrations are transmitted through your teeth, skull and into your inner ear. Deep, custom molded in-ear monitors will reduce this effect, but it will still be there.

For a relatively cheap solution, get a set of drummer's headphones like THESE or THESE.

However:

> I'd like to monitor the input to get a better idea of what I actually sound like, since obviously it sounds very different from what I think I sound like.

this won't really work anyways. A lot of information is lost when recording a saxophone. That's not only true for professional studio recordings (which use top of the line spaces with carefully controlled acoustics, and very expensive gear), but even more if you use a cheap mic in your home. I've had the opportunity to hear Chris Potter, Donny McCaslin and Ben Van Gelder up close, unaccompanied, and none of them sounded like how they do on tape.

If you want a more "true-to-life" recording of your horn, place the mic as far away from your horn as possible so it picks up a lot of room sound and resonance.

I bought them about a year ago but unfortunately I didn't seem to like them because they didn't had as much bass and comfort. So I bought these instead, which are made in the same factory and their sound is MUCH better! : http://www.amazon.com/KAT-Percussion-KTUI26-Isolation-Headphones/dp/B00FONJ6AI/ref=sr_1_12?ie=UTF8&qid=1412600500&sr=8-12&keywords=kat+percussion