I personally never liked how CMSS-3D sounded in headphone mode so I always used stereo mode with X-Fi. In stereo mode the sound is much more open and not in your head.
I recorded a sample few days before I got my Zx so that I have something to compare in the future.
^^Mirror's Edge, had to use the What U Hear to record it (luckily you can record different source with FRAPS).
Oh yea stereo speaker CMSS3D seems to sound much much better indeed. Very nice.