Cambridge Audio DacMagic XS Headphone Amplifier
Face it: sound cards in computers suck. Every computer manufacturer takes every shortcut possible when it comes to the sound card. Even that high-end Macbook Pro has a cheap and crappy $6 sound card onboard. If you've got yourself some nice headphones like the Sony MDR-7506 or Sennheiser HD598, pump some nice sound into them with this digital audio converter.
I plug mine right into my keyboard USB ports on my iMac and also bring it along to coffee shops to plug into my MacBook Pro. The difference in audio quality is awesome.
The only inconvenience with using one of these is that it takes over the volume control from the computer, so those volume up/down buttons no longer work. Instead, you use the +/- buttons directly on the DacMagic to control volume.