First post, hope you're still looking for a solution now that I took the time registering. 
I have been investigating this myself quite alot just recently and thought I'd share what I've come to think is the best connector for this. Check out the MMCX connector in this picture. It's a really tiny snap-on HF coaxial connector. Very blingy, only available in gold.
http://www.wifimove.com/UserFiles/Image/Antenna/Connector/connect_proxim_mcx_mmcx_mc-card_u_fl.jpg
There are solderable both jacks and plugs, but what I'm thinking is just buying a coax cable assembly, splitting it in half and using this wire from the y-split and up. Can use rg316 or rg179 cable which is about 2,5mm in diameter and have a 7 stranded core, so should be rather flexible. And with the tight specs on the HF gear I'm sure it'd work very well for headphone cables. I've seen sellers on ebay which ship terminated coax cables for free, and which also can make custom lengths. Was offered a 5 meter cable for $14, which should make for a cheap, flexible and good sounding 2.5 m cable if you'd wanna go coax all the way.
Hope this helps.
Edit: There are of course straight plugs that would be favorable for this purpose.
Edited by kylnegzmieer - 9/23/10 at 4:05pm