I generally find music to be better in headphones, because you notice things you otherwise wouldn't. I generally like the feeling of headphones as well.

So what do you guys think, is it better with headphones, or without? Why?

I enjoy listening to music with headphones as well. The only thing I have to watch is the volume though. A lot of times I've turned it up too loud. Otherwise, yeah I agree you can discover/find new things in the different channels. Sometimes I just like blasting music on the stereo too.