I like my Sansa Clip too. I don't have the + version though. I agree out of all the small portable mp3 players I've heard, the sound quality of the Clip is superior.

I've only used inner earbud style phones with the Clip since I use it only when I run. At it's price point, I recommend the Skullcandy Titans. They probably are bit colored in sound, but they are surprisingly clear in the highs and mids, and have a nice thump to the bass. If you don't want to spend more than $20, consider the Ink'd...muddier than the Titans, but a good value.

M60s
VP150
QS8s
Marantz SR6003
Samsung LN52B550
Oppo DV-980H
Insignia NS-WBRDVD