Your ears (if you're healthy) are amazingly tuned speakers themselves - just in a reverse sort of way. Your skull (if you have one) is a perfect resonant chamber. Any decent pair of headphones turned up in volume is going to make your music sound thick, sweet and punchy - cause it's right there pumping in your head and there are some serious scientific things happening there. Of course when you play your song back on your speakers there are many other things affecting the sound - which I believe everyone has explained thoroughly.
That being said I believe you should dive deeper into how you are mixing, compressing and EQ'ing your low frequencies. No matter how tuned your room is or how much money you spend on speakers - your mixing skills are going to be crucial. I just watched a video on Ableton's website under tutorial videos that explains Side Chain Compression when you have low frequency problems between kick drums and bass lines. You should check it out as it might be an easy fix for what you're trying to achieve or maybe it's just one of many things you need to do in order to get acceptable results.
I hope this helps like it did for me. Oh, and if you think my blurb about our ears and skull was weird or interesting I highly recommend you read "This Is Your Brain On Music". I've read it and from a scientific stand-point it's changed the way I hear music - in a good way.
http://www.amazon.com/This-Your-Brain-M ... 0525949690
Cheers,
Benny (aka AudioMekhanik)