Connectivity-wise, we’d always recommend going for a wired rather than wireless pair of headphones to go with your piano. This is because, although several current models of piano feature Bluetooth connectivity, Bluetooth audio on pianos is not designed to stream audio from the piano to a set of Bluetooth headphones.
Instead, a piano’s Bluetooth feature is usually only so that you can stream audio from another device, such as a mobile phone or tablet - perhaps you’re working through some online piano lessons - through the piano’s speakers to play along to, or transmit MIDI data over Bluetooth to a DAW running on a separate device - like Garageband on an iPad, for example.
Although the idea of Bluetooth headphones for your digital piano may seem attractive at first, the delay or latency incurred in decoding the audio to a data stream and transmitting it over the air to your cans would have a detrimental effect on your playing. Although often only a few tens of milliseconds, this latency can mean that you’ll hear the sound of each note noticeably later than you actually played it, enough of a lag to make playing impossible. We cover similar themes in this article on the pros and cons of using Bluetooth headphones to produce music.
With cabled options, however, there are no such latency issues, the only real concern being that the cord should be long enough to allow expressive freedom of movement when playing.