A:AnswerNo, it doesn't come with headphones.
It comes with the following:
Full-Size Keyboard with 88 Velocity-Sensitive Keys
AC adapter (PA-150B)
Music rest
Pedal/footswitch
Owner's manual
A:AnswerNo, it does not come with a stand. I haven't settled on which stand to buy yet, so for now, I play it on my desk and it works very well.
It does come with a sustain foot pedal, and a backing for music sheets. However, it does not come with any cover to keep dust from settling on the keys.
The keys are far from being as heavy/firm as a real piano, but there is a difference in volume based on the strength with which you press the keys.