My original plans were to solder in a little toggle switch and some speakers. This way the user could choose between using the internal speakers or extrernal headphones. This didn't work.
For one the little speakers I got from the $1 store sucked, hard. The FM radio didn't have enough power to get much sound out of them, then again neither did my iPod. This would be a really awesome thing to work it in there, maybe by finding some powerful little headphones or one really powerful little speaker. If you can't, I honestly wouldn't worry about it.
(Yes, I tried them out before removing their protective cases. It didn't make a difference. Thats $1 I'll never see again.)