They are a bit awkward for sleeping. Though for consumer audio, they're honestly so damn good. I personally wouldn't use studio monitors to listen to music- I would use studio monitors for studio monitoring and these headphones any day for music listening.
For work, these headphones are significantly more comfortable that most headphones out there (like the Beats [don't get beats- they're trash]). I'll make an exception for Bose Quiet Comfort. They don't have as much bass as the Sony's, but they have really good noise cancellation in comparison with the Sony MDR 950N1s.
Working out... I've used these headphones on the treadmill. They don't fall off, but you're going to sweat and that may be annoying. These aren't water resistant to any degree, so watch out for that too.