If you have an integrated amp, you'll probably want to connect the tape loop to your headphone amp. The other outputs might serve as a preamp out - adding some gain to the output. You don't want that because the typical headphone amp already has the equivalent of a preamp built in. The tape loop shouldn't provide any gain, so that's the one you want. I use the tape loop out on my Conrad-Johnson preamp and it works very well. I especially like that I can use it to cut between headphone amps and the power amp for the speakers.
Also, you can connect a CD player directly to your headphone amp. It should work fine. However, I'd recommend connecting the CD player to the integrated and your headphone amp to the tape loop. That way, you can use the integrated to switch between several sources going to your headphone amp. Otherwise, you'd have to unplug the CD player to plug in a FM tuner, turntable, etc. and also have to plug the CD player back into the integrated if you want to use it to power speakers.
