Hi Doug,
I agree with the comments that the L2i-SE is a definite step up from the LIO. I haven't put that many hours on the L2i yet but love what I hear already.

If I connect a headphone amp using the pre-amp outputs, is there anything I should be aware of?
I recommend you set the volume control on your headphone amp to a setting that gives you enough "range" from the L2i-SE's volume control, as you will want to use
the L2i-SE's volume control when listening.
In other words, if you max out the volume control on your headphone amp and then find that the L2i-SE's volume control gets too loud too quickly, then you can
reduce the volume setting of the headphone amp accordingly. This is' kinda' like reducing the gain of the headphone amp, in a way.
Also make sure you have the speaker outputs of the L2i-SE switched OFF when using it as a preamp into your headphone amp (set "AMP" button on front panel
so the red LED next to it is not illuminated).
Finally - depending on the headphones used, you might want to try going with that Moon Audio adapter cable that I mentioned earlier and seeing you prefer using
the L2i-SE to directly drive your headphones.

Enjoy it!
Vinnie