Should the volume and detail I hear in my headphones be the same as what is on tape?
I have a A1U and the tape version is much quieter then what I hear via me headphones.

Thoughts?

You should always monitor with phones but you cannot set recording levels with them. The level you're hearing depends as much on the headphone output volume control setting as it does on the recording level setting. You should always set up your recording levels with the camera's meters and keep your eye on them throughout the take. Headphone monitoring is verify you haven't lost audio in the middle of the take due to a loose cable or picked up a buzz from the lights, a dog barking down the street isn't being picked up, those sorts of things. Not to say you can't you won't be able to tell through the phones if the volume suddenly drops mid-take or suddenly gets so loud it's in danger of clipping but you really can't use them to judge if your levels are set corretly.

Thanks Steve, this helps a lot...

Also some headphones are much more sensitive than others and sound much louder all other things being equal.
What model headphone are you using? If you've tried several different types with the same result, your headphone output volume on the camera may be set higher than normal.

I have formed in-ear Bose Bose In-Ear Headphones ? Audio Headphones - Bose Headsets and Headphones (http://www.bose.com/controller?url=/shop_online/headphones/audio_headphones/in_ear_headphones/index.jsp) and some inexpensive Sony MDR-NC6 over the earshttp://www.sonystyle.com/webapp/wcs/stores/servlet/ProductDisplay?catalogId=10551&storeId=10151&langId=-1&productId=11038284#additionalImage1

I don't like to Sony's Noise Canceling because there is slight hiss when it's on. But both pick up details that the tape is not.

For example, I was shooting a horse for a lady website the other day and from her arena I could could hear Pigeons cooing on top of the barn very well, but they were not on the video?

Let me say this to. I am VERY GREEN when it comes to video. I'll learn the tech stuff very quickly, but my A1U is still factory set right out of the box.

It's important to have pro phones like Sony MDR-7506. They are an essential tool.

It's important to have pro phones like Sony MDR-7506. They are an essential tool.

So if I am getting extreme detail form my Bose now that is not being put to tape, what additional benefit would there be to more expensive phones?

It's much more important to have a realistic idea of what is actually being recorded to tape. (Other than your own enjoyment, what you're hearing in your current headphones while shooting doesn't help your end product if it isn't ending up on the recording.)
With the 7506 headphones, when paired with your particular camera and its current audio settings, you have a known basis to start making changes or troubleshooting adjustments. They are a standard for field shooting.
Plus they are comfortable, durable and fold up, with a coiled cable.
However trivial this extra fact may seem, it helps that they "look" like pro headphones too. They are used all over the world and are immediately recognizable by pro users who will have had experience with them and what they sound like, and how that relates to what you're trying to record.

The Bose are engineered to make things sound good, headphones like the 7506s are made to sound accurate. If the bass is thin, in the 7506s you will hear it. Nothing will be smoothed over or forgiven.

If you've been using the Bose headphones for a while, you've probably learned their "character" and are compensating for it, but with accurate headphones that have a flat frequency response, detecting problems will be that much easier.

Both these answers are excellent and make total sense, that you guys.