I am using a set of Sony Fontopia EX70LP "ear-bud" style 'phones plugged directly into the line-outs of my player. I don't have to spend $200 for an amplifier and deal with another box and wires and power source etc., and I suspect that the sound I hear is very nearly as good as yours.

Or, maybe I'm just hopelessly naive and don't know what I'm missisng.

tanstaafl.