You are spot on with realizing that plugging a Fiio e9 into a Xonar Essence STX would essentially be not worth it. The fiio e9 may be better than the stx by some amount, but not worth the upgrade, I don't think. I don't speak from experience, but when looking for an upgrade from my current setup: STX--->DT880/600's, I too realized that the onboard amp of the stx was similiar (especially with regard to the millivolt output) as the e9.
However, from my research, the fiio e9 amp is an awesome purchase for its price point. Its ideal for someone who has a decent source already and needs some amplification. You, however, do not have a decent source. You then also need to make sure you have adequate amplification - this is especially true if you are wanting the dt990/600 ohm version.
A source for you:
Essence STX - from my research, this is superior to the titanium hd for music, but inferior in some ways for gaming. I love my STX for occasional gaming, but I am not really hardcore. It gave me nice positioning for Modern Warfare 2, at least compared to my old onboard setup.
Titanium HD - I dont know a whole lot about it, but I think this lacks a headphone amp. I also understand that its superior for gaming compared to the STX. It runs different software that some games rely on. I'd probably roll this route if you are a serious gamer, say in a counterstrike clan on something like that. When people say "better for gaming", the only thing they can really be referring to is in regards to positioning. If you are mainly playing games like WoW or more casual games, the extra positioning software you pay for in the titanium is pretty much worthless.
Assuming the Titanium HD is your choice, and that it does not have an amp (I dont think it does), then you would need an amp, and the Fiio e9 is an excellent choice for its price range from my research.
As I said above, its my advice to not hook up a fiio e9 to an stx, I don't believe you'd see an appreciable improvement. If you were NOT into gaming I'd suggest the e7/e9 combo instead of either of those cards, as that would give you a nice semi-portable DAC and amp.
With regards to my quote and where you should start, thats up to you. I went from onboard to what I thought was the best sound card available (the STX). I wanted gaming, I wanted music, I got it. I would NOT suggest going with a lower end sound card that lacks an amp (unless its the titanium and you pair it with a Fiio, and only if you required the software the titanium provides), because assuming you want to use the dt990/600, you will NEED amplification, they crave the power. Bottom line is make sure you have your amplification covered if you are running 600 ohm cans. Do that, or find a different can.
The main point of my quote was once you settle on something, stop browsing here so much and enjoy where you are it. There is always something better, and you don't have it. Your system could always sound better, you can always spend more money. Chill out, enjoy the music (or the games!)
Edited by Nova13 - 4/17/11 at 10:34am