I posted this earlier tonite, but it's better suited to this thread so here goes:
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On the topic of headphones, please check out Headroom Corp. at www.headphone.com
The site evaluates mostly high-end audiophile type "cans" but has many recommendations for more mundane applications like gaming, mp3 and portable music listening. I've been a fan of theirs for a while and have gotten myself some Grado SR80 (love them) Koss PortaPro (cheap but amazing sound) and even some earbud type Sennheisers MX400 headphones for running.
The SR80s are attached to my soundcard and I do most of my music listening on those. The Koss portaPros are used on my Axim and sound freakin' amazing, especially the bass. I think they are my best Axim upgrade to date. The Senns are on my Muvo cause they're small and light - they're OK but have no depth like the Grados or any bass like the Koss.
Headroom has a related community of dedicated friendly forum posters (kinda like us) at
http://www.head-fi.org/
If you can pry yourself away from Aximsite, give those links a try.