Wich would be the best option; Jot with built in dac or a Modi MB on top of it? Would I gain getting a balanced cable for my he-560 if I get the SE connection to the external dac?
That depends on how you define "best". The built-in DAC will give you convenience and portability- but it's USB-only and a fairly normal Delta/Sigma DAC. I haven't actually heard the built-in DAC- I skipped it because I have a couple of more fancy choices, but there's a bit of me that sort of wishes that I'd grabbed it for convenience in retrospect. The DAC module is a pair of AK4490, running as a balanced configuration. I'm sure it sounds pretty good by the standards of the 4490, which is a pretty reputable DAC.
Various people have had issues with electrical noise down the USB connection, so be aware that noisy USB sources (cough, Macbooks) might not produce great results plugged in via USB, and require a decrapifier.
The Modi Multibit is a lovely DAC, it sounds a lot better than its $249 would have you believe. Everyone, including Schiit themselves I'm sure, would be pretty upfront about this being a better-sounding option compared to their D/S stuff, despite being SE. It's just that obviously it's a slightly more expensive option, and makes the unit less self-contained if you're likely to move it around.
So it's up to you- are you OK with the extra cost of the Modi Multibit? Are you without the convenience of the internal DAC? Would you prefer having the option of optical and co-axial S/PDIF inputs with the Modi Multibit? You could chose either or both, and still not be wrong, it's what suits you that matters.
If what you're actually asking is "what would
sound best?", you'd probably find that the Modi Multibit would sound better.
