Well the difference between listening to them through my iPod straight and my Colorfly is massive, maybe the DAC, but it is amped out of the Colorfly. They certainly make a combination that I enjoy anyway. I wouldn't ever say that you should never amp any headphones, especially ones that come with a 6.7mm jack lead option.
LOL okay, I guess I should clarify this just in case there's confusion later on. What I mean is that that - if you're using a DAP - don't bother with the additional amplification. All DAPs - unless you've found a way to listen to line out - are gonna give you amped output. Just as your Colorfly has an amp, so does your iPod, as does my Zune, and so on.