I have one of Mark's "works" docking stations connected to our Intranet. The audio outputs go to a headphone amp and headphones. The console port is connected to my workstation.

Basically, I have serial and TCP access, so I can either play raw from the player or TCP stream. The direct connect has high quality stereo headphones. For streaming single tracks or "stealth mode" listening, I also have an audio connection from my PC into the input to my telephone headset. Sadly, this is a rather compressed mono feed (mixing the channels), but it is great for listening to stuff in the background while looking like you are on a conference call...