yeah happens to everyone, and can only be avoided by most clubs sorting their systems out, there's no excuse for not having a monitor really, but it happens and yeah the best way around it is to mix in the headphones..... this happens at all levels tho too remember its not like its a "oh its a smaller club happens all the time" thing... i know djs who've played the biggest clubs in the uk and complained about monitors not working and having nightmares mixing in teh headphones...
all part and parcel