I am a very, very happy user of the following combination:
Headphones: http://www.minidisc-canada.com/shopexd.asp?id=266 (I will eventually upgrade to the PXC-300)
Amp: http://cgi.ebay.ca/Little-Dot-MK-I-Porta...=item3a543b968f
(for some reason, the original web-site is down and they don't appear to be selling anymore).

And this to get the audio out of the iPod: http://www.monoprice.com/products/produc...&seq=1&format=2

See Mojo's signature