I feel like this happens to a lot of people, myself included. The frequency response of various music players/speakers can throw you off.
I usually test my mixes on 2-3 other output devices (car, iphone, home stereo). I'll take notes upon listening to each to see what is off, and make as good an adjustment to the mix as I can without ruining something else in the song. It's a delicate thing, but until you're either a pro-level mixer, or pay for one, you just gotta find some middle ground between your studio sound and an MP3 player's sound.
Keep in mind, music is being heard in MP3 quality all over the place these days, so I'd lean towards what sounds best coming out of your ipod or whatever.