Hifiman says they're fine unamped. :) And quite honestly, I get enough volume out of them with an iPod at 3/4 or 4/5 volume for nearly all of my songs.
In all honestly, it's a matter of how critical and trained your listening is. I remember a year or two back when I got the DT990 600ohm and was expecting a good change coming from my iMac's onboard to a little dot mkii plus hrt music streamer ii, I was very underwhelmed when I didn't hear much of a difference.
Fast forward-- after many critical listening sessions done between headphones and whatnot, I was listening to my AD700 through my iMac's onboard for weeks (I had my other gear out on loan to a friend). When I received the Schiit Magni/Modi in the mail and plugged the AD700 into them, I could hear a difference right off the bat, and while I wouldn't call it night and day, it wasn't subtle either. Also keep in mind that AD700 aren't very refined headphones to begin with. The main difference was just how much more clear and resolving the Schiit stack was in the treble region.
Was this because the Schit stack was leagues better than the Litlte Dot and Music Streamer? The near 0 impedance of the Magni probably helped a bit, but my bet is that they were all probably all close together in performance. What had changed was how trained my hearing was.
On a fundamental level, this is what the hobby is centered around-- subtle differences that are all gradually providing more of a refined sound in the end.
If anybody thinks a certain headphone or source is WAY better than another, 9 times out of 10 it's because of a different coloration that suits their tastes better, and they're confusing the different coloration with refinement.