I thought I'd add another step to this beautiful process by sending the electrical output of my mp3 player to a laser pointer and having the headphones pick up the signal via a light dependent resistor. "Why?" you may ask. "What is the practical implication?" "Why not?" I say, and "none as far as I can see." On the other hand, it is very cool to see (and hear) it work.
Step 1: Supplies
* 1 cheap laser pointer
* 2 AA batteries
* 1 9V battery
* 1 battery holder for the AA batteries
* 1 battery holder for the 9V battery
* a few pieces of stiff insulated wire, each a few inches long
* 1 pair of cheap headphones
* 1 source of music, like an mp3 player
* 1 standard light dependent resistor (the small kind)
* 1 cheap electrical switch
* 1 soldering iron
* a bit of solder and aluminum foil
* some tape.