I definitely agree with the cables last part. I'd be a fool to say DAC isn't that important and say cables are. I bought a roll of Cardas cable and spent only about $40 for an 8 foot roll, and then got some Neutrik plugs for twenty five cents each. Doesn't have to be $100 for a two inch strip, honestly that's way too extravagant, the price gouging in our hobby is ridiculous, but you can get around it with some smart buying.
Now second, you shouldn't worry about not having a "home setup." The TTVJ you have is amazing. I have not heard it personally but I've had experience with TTVJ and I am sure the setup is not bad. You should remember that your amp is also a DAC, it has a good Burrbrown DAC which you can plug into your Mac, and you have a good transportable home setup. You don't need to go crazy over your portable DAP because if you need a higher quality playing experience you have your Mac and your TTVJ.
Then on the go you can go with your iPod and LOD into the TTVJ.
I heard the TTVJ Portable Millete Hybrid and it was AMAZING. Absolutely the best portable amp I had heard. But I think I am partial to tubes. I don't know how great the Slim is but I am sure it is also a great-sounding amp and DAC. I heard it is even better than the Hybrid. I tihnk your investment there is well worth the $350 bones you dropped.
As for what I think about portable amps, personally I didn't go crazy over them. I have gone through a whole gamut of portable amps from the Mini3 to P51 Mustang, and you know what? I ended up with a FiiO E7. The Mustang sounded great but I felt I wasn't getting my money's worth out of it. I loved the sound but didn't love the price tag, but more importantly I didn't like how limited it was compared to some of the other portables I had like the GoVibe Petite, which was a DAC/Amp combo not unlike your TTVJ Slim. It had an internal rechargeable battery that could be charged via USB (whether out of your computer or a wall charger) that gave it instant usability, then it had a USB DAC that let me bypass by iPod and J3 when I had a laptop on the go, two headphone outs for fun and the sound wasn't half bad, especially when I had bass boost options. Compare this to the Mustang, which while a totally different class of product altogether and sounded amazing didn't have half the amenities, nay didn't have a fourth the amenities of the E7, and heck it cost more than four times more. I really couldn't justify keeping it no matter how great it sounded.
Your TTVJ Slim has almost the same class of usability as the E7, it's more expensive but I am sure it sounds awesome. I personally got out of the portable amp business already, they sound great but I am not a fan of such a big setup for portable and ended up just using my Nano as is, or my J3. I still have the E7 for when I need it, but generally the E7 is used more with the E9 at home, when I amp I rather go all the way with a desktop setup. I also ended up getting a tube hybrid desktop, the MP5, because I was so impressed with the Millete Hybrid. So yeah, I ended up getting a decent mid-fi desktop setup which I am reasonably happy with, and will get into tube-rolling the hybrid amp eventually.
As for the SRH-840, yeah it works well without amping but as with most cans they do sound significantly better amped. I am not a big fan of the SRH-840, actually not a big fan of Shure in general, the only exception being the SRH750 DJ which I thought sounded amazing, if not for its fatally flawed ergonomics and headband design and poor build quality.
I don't have extensive experience with the 840, but bass is usually the first thing to go without proper amping. I have the XB700 and the K701, both of which have bass that improves geometrically when properly amped. The 840 is much the same; even the portable M50 which is vaunted for its ability to run without amping, lacked definition in its bsas when not amped correctly out of a good desktop amp. The 840 likewise lost a lot of the oomph in its bass without an amp, and actually I don't like the 840 unamped at all. Actually the only Shure headphone I liked unamped are the 750 and, get this, the 240. And actually, I prefer the SRH240 to the 440 or the 840. Go figure. There's just something about the 840 I don't like. I don't want to go into detail right now but after trying out all 3 I actually liked the 240 best. But I say the 750 is best out of all of them in terms of SQ (not necessarily ergonomics).
Also, being portable doesn't necessarily mean you have to limit yourself to closed cans. I have a PX100-II which is open and I use it portably, and I find it is amazing. It's really cheap, too. I do also have a closed portable can when I really need the isolation, though. Ok I have two closed portables. But anyway. BTW I should warn you that I am a "Team Bass" guy so that colors my perceptions of gear a lot, just so you are aware.