A friend of mine told me about the Chu Moy (CMoy) headphone amp, sounded interesting - just google it, it's all over the web. If you just want a headphone amp, the FIIO E6 @$27.99 USD is highly recommended. Watch out for counterfeits, though! You won't save any money self-assembling from parts vs. buying a CMoy ready-made.
I wanted to make my own just for the learning experience. I saved a few dollars out of pocket because I had all the resistors and some capacitors in inventory, also some heaphone jacks and an 8 pin IC socket. Here's a list of the parts I ordered:
Fred's has a good set of instructions here. The build is easy, less than an hour for an experienced builder, but you need to pay close attention to the polarity of the electrolytic caps and the battery leads.
Because the headphone jacks I used were taller than Fred's specs, I couldn't use the punch-out template he supplied. I made several attempts at drilling/punching holes, but somehow things were off a tiny bit and I couldn't achieve a nice, snug fit.
I looked around for an alternative in my inventory of saved tins. Hmn. The Trader Joe's "Extra Dark Chocolate Wedges" round tin seemed up to the job. I simply made crude cut guidelines on the side of the tin and cut a space out with a nibbler tool. Followed that up with a bit of sanding the rough edges with a rotary tool. For attaching the board to the tin, I turned to the magic go-to tool, Sugru. It insulates, it decorates, it attaches, it smooths! It's the wonder room-temperature curing silicone.
Now, I have a tin that not only fits my battery, but is a nice size and shape to store my coiled up ear buds and headphone cable.
I really enjoy having a discrete volume control over fiddling with buttons on an iPhone or other device. The CMoy is a nice upgrade to the sound - definitely noticeable, but not hit-you-over-the-head dramatic. Instruments and voices are more defined, the bass is improved and the sound stage is a little fuller. Nice!
Made an acrylic case for the amp - laser cut 1/8 in green translucent.