My Annies just arrived and I've been enjoying them thoroughly. I tried using them with just the Xonar STX and it sounded good, but the volume was a bit limited. Don't get me wrong, it's still plenty loud, but not enough to give me that "wow" factor.
Chaining it with the E17 helped quite a lot, though.
I also bought the Objective 2 amp, which is currently chained to the STX, and this is my preferred setup for the time being because I can use the Xonar software to switch between 8ch and 2ch quite easily. I haven't tried gaming with the E17.
I'm using the AUX cable that came with the E17 to chain the STX to the o2, but will replace that with a 3.5 to RCA.