It will be a good idea to use a AMP to achieve much higher sound quality since your music player has an audio lineout port. I'll show you guys some DIY
portable(with built-in batteries) AMPs ,they are popular in Chinese headphone fans.
Minibox-BS:

Price 120$
Minibox-CL

Price 33$
Minibox-E
Price 84$
C&C XO

Price 140$
C&C BOX

Price 60$
LittleDot Micro

Price 30$
Storm B4

Price 170$
Storm ST4
Price 55$
I can't say they're cheap in China,but I know that AMPs are quite expensive in western countries.I hope you'll be interesting about that although it'll be not easy to buy them in western countries