I too have purchased the BH-940 headphones, but even if they are packed with all features I wanted and looked for I still need to return them. The reason for me is that they are just a bit too heavy and the headband padding isn't as comfortable as I would expect. I realize this is highly individual, but for me they are too heavy and have to little padding on the headband. I can't belive Nokia together with Monster didn't put more effort into making them more comfortble, I mean they can have all features in the world, but if they are not comfortable they are useless..
Thats a shame, I think they are verry comfortable but I would never stick with them if they werent. I hope you find a pare that suites you better.
EDIT: I dont find them heavy at all but unlike most people I often wear a heavy hellmet with a heavy headset and a headmounted camera for work.