There is a law of diminishing returns when it comes to audio products. The sound processor in the Xonar DS is the same ridiculously high quality processor as in other C-Media based products. Asus just rebranded the Oxygen HD Processor from C-Media as the Asus AV 200. It has high quality Wolfson DACs with a high signal to noise ratio. It supports 24 bit 192khz audio over 7.1 channels of audio. Seriously you need dog ears to really even hear that.
When you take products with high enough quality and give them something they never had like enormous headroom with amplifier power you can get something wonderful. I've been doing this for years with receivers that have good sound processing capability but don't have the power supplies to really give a cinematic experience from the most quiet scenes to the most loud canon blazing scenes. A more powerful amp can drive greater loads and give more dynamic range meaning that the more quiet scenes will seem more quiet and the louder scenes will seem louder. In a musical sense the symphony will be able to be quiet when necessary and a crescendo will actually sound like a crescendo. I've always taken this approach and have been happy with the results even using gear not typically used in the home environment such as the class H Behringer EP 2500 series amps that are admittedly overkill or the much more home friendly class A/B Gemini EP 2001 and 3001 DJ amps.
With my 32ohm Creative Fatality MK II headphones the FiiO E9 might be overkill but if you have somewhat harder to drive headphones(higher OHMs) it really is a godsend according to the reviews. There are other alternatives and I'm trying a more cost effective less powerful amp as soon as it arrives. It is called the Behringer AMP800.
http://www.amazon.com/dp/B000KU87SM/?tag=tec06d-20
I'm hoping to have something to suggest to people that is an in between solution that costs a a lot less than $129. Its a bit of a risk to see how it works out but Behringer has been good to me in the past and I sort of love to stick it to audiophiles when my "horrible" Behringer actually sounds good.
Addressing the simplicity of the setup it is not that complicated to set up. If you were to purchase the Xonar DS here is how it would go.
http://www.amazon.com/dp/B002VAD716/?tag=tec06d-20
Simply install the Xonar DS in an available PCI slot. Install the drivers directly from the Asus website.
http://usa.asus.com/product.aspx?P_ID=wcFuNdxM0I4Sf10X&templete=2
There should be an option in your case to connect the HD Header to the Xonar DS. It is a somewhat thick black cable labled HDA that connects to the front of your case. For convenience it is best to connect it to give you the option to possibly output your headphone output from the front the case. You can use it to compare native output of the Xonar DS to the external amp if you connect the amplifier directly to the sound card. You can also use the back if that is more convenient and neater for your setup.
The Fiio E9
http://www.amazon.com/dp/B00470Q76K/?tag=tec06d-20
If you purchase the E9 you will need to connect a stereo 1/8" to 1/8" cable. I suggest 6 feet as it will give you flexibility in placement of the E9. Connect that cable from either the back of your PC from the Xonar DS green output connection or use the front headphone output connection if you connected the header cable and connect that to the back of the E9 where is has a 1/8" input.
I'm not sure if the E9 comes with cables like that so here is a link to one.
http://www.amazon.com/dp/B002JCOX5U/?tag=tec06d-20
You can also just get one at Radioshack for about $10.
Now just connect your headphones to the jack on the front of the E9 that matches the type on your headphones whether it be 1/8" or 1/4". The E9 has both so that is really cool.
If you took the more risky road like me and spend even less than the setup is similar to the E9 except that you would need at least on 1/8" to 1/4" adapter as the Behringer Amp800 has only 1/4" headphones as it was marketed for professional use. I provide this link primarily for reference as it is easier if you can just go to a Radioshack if you have one in the area.
http://www.amazon.com/dp/B000V1R92U/?tag=tec06d-20
Why would I suggest an amp that can power up to 8 pairs of headphones for PC use? That's crazy talk, is it not? According to the manual the AMP800 has a feature to cascade the separate amps for more power so it looks like wasting power on unnecessary extra headphone amps will not be an issue. I'm still waiting for mine so I will probably comment on its quality within the next week or so. It hasn't shipped yet and I cheaped out with super saver shipping.
I hope I made sense and look forward to trying to relay my own experience to everybody here at TPU. Good luck and be sure to let all of us know how you made out.