Can you be a little more specific about budget and use? Are you looking for a solution that can go mobile? Are you listening in a noisy environment or a quiet one. Head-fi.org is a good place for info.
I think there are plenty of combined computer dac and headphone amps that you can get the combination and quality will not suffer.
I know a few people who are very impressed with the Benchmark products -
Benchmark - DAC-1 - Demo-Audio Advisor
Grace Design - m903 - Reference Headphone Amplifier / DAC-Audio Advisor
At almost $900 the Dac1 is more than I would care to spend, and the 903 is closer to 2k.
On the lower end of the scale perhaps one of the Nuforce products fits the bill at $70:
NuForce - uDAC2-HP - USB / DAC - Headphone Amp - Demo-Audio Advisor
Headphones will be very dependent on your environment. There have been some threads recently about headphones. You will want in ear earbuds with a good seal or closed back over the ear design for noisy environments. On ear isn't as comfortable as over the ear if you wear glasses. Some people really don't like in ear ear buds.
I purchased a pair of AKG701's from the h/k store on clearance and really like the sound and fit but they are not a closed back design so they're not right for a noisy env. They have some good deals on other AKG headphones too
www.harmanaudio.com. They make some good closed and semi closed back headphones.
I've seen the AT ATH-M50's praised here and elsewhere. They are closed back. Amazon has them for <$140 here
http://www.amazon.com/Audio-Technica-ATH-M50-Professional-Monitor-Headphones/dp/B000ULAP4U/?tag=dealnewscom
Sennheiser 600/650 are really good sounding too, and pretty comfortable but with prices >$400 really more than I wanted to spend. I think the less expensive 598 is similar sounding and often goes on sale on Amazon I think for ~180 maybe less. Those are all open back. The closed back 280 pro is good for the price ~100.
I have an old pair of Grado sr60s. They sound great for the price. However, they are open back, and on ear and I can't listen to them for more than an hour or two without them becoming uncomfortable. I've read of people switching out the ear cushions on the lower models to make them more comfortable. I've been impressed with the other grado's I've heard, the 225 and 325.
My wife and daughter both have Etymotic earbuds and they like them a lot.