Originally Posted by Big Mike Ipp
Buy the Zoom B3 and a really nice pair of headphones, you wont regret it
I use a Zoom B3 for headphone practice also. I connect it via usb to my PC and can then practice alone or play along with any media from my PC (such as YouTube, mp3's, etc.).
There are several B3 threads over in the Effects forum you can check out for further info.