Definitly go for some outboard monitoring. Listening through headphones exclusively will fatigue your ears and cumulatively damage your hearing over time. You can't upgrade your ears later! Take it from someone with a thankfully mild case of tinnitus, it matters.
There's a gap in price between modest little
powered monitors and much better speakers, powered or not. There has been a burst of good powered speakers lately, with more sophisticated goodies from Mackie, Yamaha and the like. $500 could land you a very serviceable pair, $700 and up even more.
If you already have a suitable amp or powered mixer, the field is a little more tricky, but not insurmountably so.
You might have to hold yer water a bit and add another $100 or two, but you're probably going to be living with them for some time, so do right by yourself and be patient. Its hard to gauge these speakers in a music store, but then, its hard to go wrong these days.
Only an experienced engineer will be able to hear minute differences as a rule, so don't worry about getting a bad deal; the field has leveled off nicely.