What a lot of people do with iPods and such is to get two of them and hook them up to a fader. Then, you can use one for playing to the live audience and the other for cueing up and listening to whatever's next. If you've got two empeg's, you could use them this way.

One cool solution is to have a PC with two soundcards. One feeds the PA and the other feeds your headphones. You can tweak Winamp to have two instances, one per sound card, or you can buy various "professional" DJ software.