If you’ve not spent a small fortune on the best studio monitors and acoustically treating your room (or even if you have), the best way to make sure your final mix is right is by checking it on a wide variety of systems, speakers and headphones.
Check it in your mates studio, on the crappy ghetto blaster in the kitchen, on your car stereo, on your computer speakers (especially on these – most people will first hear your music on something like them), if you DJ try it out in a club, on your iPod through those terrible white in-ear headphones – listen to it everywhere.
I used to have just two sets of speakers in my studio. But when I checked my music elsewhere I was always shocked at how different it sounded. I’d got too used to hearing it in the best possible studio environment. But most of the time most people (including me) won’t hear my music in my studio on my speakers. So now I have three extra sets in here, all of them crappy, and I still check stuff in my kitchen, car and shower.
While it might not be the best idea to completely mess with your mix because it sounds weird on your grandad’s old Walkman, if there’s anything blatantly not working make a note and adjust accordingly. Apart from the useful perspective you’ll only get from listening in different environments, if your music sounds great on everything (especially the most awful speakers) you’ll know you’ve nailed it.