The dirty little secret of the iOS aftermarket accessory world (at least where audiophiles are concerned) is that Apple's various bricks and slabs actually sound fairly good out of the box. Output impedance of the headphone jack is comfortably low (around 5 ohm for iPods and iPads most cases, below 1 ohm for the iPhone 4/4s), the onboard DAC isn't a slouch — totally adequate for on-the-go, and for everyday desktop listening, you could do a lot worse.
But that might not be enough for you.