My headphone system seems to always be in a state of flux. Currently it looks like this:
Portable Systems:
Rio Nitrus -> Senn PX-200 - Simple and sweet, easy to grab and go, not the greatest sound quality but good enough for the gym or doing yard work.
TDK Mojo 620 -> Zu Pivot -> Xin Supermini V. 6.2 D Amp -> Etymotic ER-4S - All packed into a Headroom Airbag. This is my "airplane travel" system, sounds great.
Home:
Jolida JD-100 -> HGA Silver Lace -> (soon to arrive) Singlepower PPX3 -> either Senns HD-650 (stock cable) or Beyerdynamic DT250/250 (I agree with Tyson, best closed headphone I've found so far)
I use headphones for late night listening or when resolution and detail is something I want to hear. The Jolida has a pretty good headphone out but I can't wait to get the Singlepower. I had been using a Meta42 amp but the Jolida's headphone out sounds a lot better then the Meta42.