As others have said, listen to what you like and what you know.

For example, I personally fall back on a lot of classic rock: Jethro Tull's Aqualung album (particularly the song Locomotive Breath), Elton John's Goodbye Yellow Brick Road, Eric Clapton's Slowhand and Fleetwood Mac's Rumours simply because they are generally mastered pretty well, and more importantly I grew up listening to those albums with my Dad. All of those Albums I've listened to probably hundreds of times, and I know each song back and front. So when testing headphones I use those albums because I will pick up on any intricacies that the set up might reveal.