I heard that the ChromeX sounds a bit better than the Rio Volt products, and just a bit worse than the SlimX. I'm fine with my ChromeX though. I got it mainly because the SlimX was $200+ at the time and I don't care for using a remote for everything.
The line out on the slimx is also controlled by the remote. I usually have my amp plugged into the line out and my cans plugged into the amp. I then tuck whatever cord is left over into my case logic. The remote is used alone clipped onto either the bag or shoulder strap. The player, amp, and extra cord stays tucked away. A couple of people have asked me what I was doing when scrolling through the lists and having no visible player.
I used to use it unamped with my grado sr60s, and even then, I just tucked the extra cord into the bag.
I think the slimx shines when used as a portable and playing MP3s. One disc with around 120 songs burned on it will last me all day at the art studio. In six hours, I never touch the player itself. The remote is used only to skip over songs.