I have the audio out of the pc and into a switch to choose between a set of 5.1 surround cans and a generic 5.1 home theater system. I also have a second pc that uses just a crappy little set of 2.1 desktop speakers.
Although I tell myself to check my levels on all three and to burn a cd to check it in the car as well, I never actually do.
Some of the worst stuff that I've done has been using the headphones - usually sounds fine on those but the levels are generally way off when playing back over the externals.
I also have these ...uh.. stick on ... umm... soundpads I guess - they're supposed to be put on a door, a poster, a box or pretty much any thin-walled high transmission surface and it'll turn whatever you stick it to into a speaker They're still in the original box though cuz' I got 'em off the sale rack at target for like $1.50 or something and I haven't found a good use for them yet - I also have a paper cup with a string attached via a small knot through a hole in the back but it doesn't work very well...