A headphone amp is simply a smaller power amplifier specifically designed to drive the miniature speakers inside headphones. One of the cheapest, and easiest pocket amps to make yourself is the CMoy. It's a solid starting point for any portable rig, although carrying around extra equipment isn't my cup of tea. Good amps provide enough quality juice ot allow your phones to be driven to their maximum potential, depending on its resistence of course, and give you better sound quality.
The CMoy can be built small enough to fit in a pocket, power supply and all. It's powerful enough to drive very inefficient headphones to thunderous volumes from even weak sources, and it sounds excellent considering that you can build a bare-bones CMoy ampfor just US$20, and a pretty nice amp for under $50. Considering that the cheapest of the worthy commercial amps is $100 and most of them are in the $200+ range, this is a very worthwhile cost difference.
For a full, in-depth tutorial, see the
These amps can be customized into your own personal favorite casing...