I bought a headphone amp for my iPod (a FiiO E5) and found it made, well, very little difference. Undeterred, I bought a dock connector for £3.75 on FleaBay. And it made a huge difference - good and bad. When it works, it's fantastic, however the connection is shoddy, so if I move at all (including breathing while it's in my pocket) the connection drops (pops and crackles, no snap).
I've emailed the ebay seller, but his feedback seems that he doesn't often respond. Obviously, it's a tiny sum, so not worth the hassle of a return - can anyone recommend a better source for one of these?