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I have always been of the opinion that stereo headphones through a stereo jack (or stereo->rca r/l converter) sound "cleaner" (for lack of a better word) than going through USB.

Besides, you can always use stereo headphones for other things (mp3 players, your car, etc)

 

Just so you can do a bit of research on ya own to make your decision:

http://www.head-fi.org/

Best place on the net for headphone/earbud reviews and information.