If I were you, I would look into getting a Cowon J3 for your DAP. But the Cowon J3 lacks a line out, therefore it is not the best player if you ever decide to purchase an amp. Check into it, but there might be a DIY solution for Lineout on Cowon DAPs. The S:Flo 2 would be a great player, but it doesn't play podcasts. Honestly, the Apple's recent products aren't that bad SQ wise. The iPhone 3G's sound quality has been praised around here. If you don't want a phone, the iTouch 3G has the same circuitry (for the most part). The reason the iTouch 3G is a good idea is that it sounds good unamped, and has a multitude of Line Out options if you ever decide to get an amp.
For headphones, look into the Head-Direct RE-0. For a little more, I would recommend the Ultimate Ears Triple.Fi 10. Despite the fact that they remain a top-tier IEM, their street price has dropped significantly. They are also very durable headphones with a detachable cable. However, if you are looking into the UE TF10 I would try their products first. Their fit is awkward for some people. The Triple.Fis sound very nice unamped, but also scale well. The Etymotic ER-4P also sounds nice, although it's sound signature is not for everyone. There also some other great options including the Phonak PFE, Try using the search feature for best IEMs between 100-200 dollars.
I highly recommend reading through this thread. Though some are out of your price range, many of them are great IEMs within your price range:
http://www.head-fi.org/forum/thread/476315/top-tier-universal-iem-comparison-chart-frequency-response-charts-discussion-first-post-updated-often
You won't need an amp. It really depends on how demanding you are of SQ. How big do think portable can be defined as? Later down the road, an amp can help give you that last bit of portable nirvana. But it is not necessary. Don't get an amp unless you either want some part of your sound signature (ex. the mids are recessed) or you try it in person and love the sound quality. Don't buy it just because it is there!