Well I can solve your headphone problem. I bought 2 headphone converters myself that convert the player from 2.5mm to 3.5mm which fits almost all headphones. I bought mine for $4 shipped for each one (USPS Priority) so it arrives in two days. Let me give you a link to the item:
http://cgi.ebay.com/New-2-5-mm-Stere...QQcmdZViewItem
If you want to get a case they have cases too:
http://cgi.ebay.com/Brand-Silicon-Ca...QQcmdZViewItem