Right, the E6 doesn't come with an lod cable. You would need to pick up the L9 for that. Otherwise you'd be connecting it to the apple headphone out with the supplied mini to mini 3.5mm cable. I'd recommend getting the L9 for the cleanest sound.
Since the RE262's are fairly ineffecient, the more clean power you feed them, the better they sound. Using the e6 was a clear step over the ho on the iPhone and the O2 amp was a couple of steps above that. Dynamics improved greatly, as well as bass response and crispness of treble.
That being said, I found the re262 very enjoyable with the e6 on the eq2 setting. As far as metal, I do enjoy it with the re262 but possibly a phone with more distortion guitar bite might be more appealing to you; something like the JVC fxt90 or Vsonic gr07 and they do not require amping.