The old Zune (30gig harddrive version, I assume) actually has a great rich sound, along with some decent pre-set EQ choices.  But, don't spend any money on an amp BEFORE you put the iPod earbuds in the drawer and buy either some in-ear monitors or portable headphones.  Check out Joker's huge review by price range of 170 (and growing) IEMs -- look in the $60-100 range to start with, higher if you want a very good IEM.

 

When you get used to the sound of your new IEMs, THEN you can look for a portable amp.

Isolation from the outside world whilst riding/driving isnt my idea of a smart approach to road use, but I guess I'm just an old fuddy-duddy.

I'm estimating I have over 100,000 miles on Etymotic ER-6i. I never ride without them.

Edit: They are very easy to drive. I've used them with a number of sources through the years but currently I'm feeding them radar prompts from an Escort 8500 X50 along with gps prompts and music out of a Zumo 550. Not exactly hifi but surprisingly good considering the noise inside a helmet can exceed 100 dBA! The ER-6i do a fine job in preserving your hearing, have a flat response and are very comfortable under a helmet.
Edited by RADI0HEAD - 6/1/11 at 8:26pm

Just use caution. I keep the volume set to a relatively low level. It's more like background music. Its low enough that I can talk to another rider next to me when stopped at a red light and still be able to hear some music when I get rolling again.

I tried helmet speakers at one time but I wasn't happy with them. I still had to wear hearing protection and they didn't sound so good. With the ER-6i you can kill two birds with one stone and with much better sound.

IEMs from Shure lay flat in your ear.  I have a pair of SE-315's that I use to go to sleep with.  I can lay with my ear flat on the pillow with them on.  The SE215, SE425, and SE535 have the same form factor.

 

 

Try the SE215 or Westone 2 (the Westone 1 sounds terrible). Both should be fine without an amp, but if you really need one, the PA2V2 is a good choice (shows up periodically on the For Sale forum for under $100).

And as for the iPod earbuds, I do own a pair. They are still sitting unopened in the box that my iPhone came in