there's small 'pocket amplifiers,' that are basically an amp's electronics minus the speaker. they run on batteries usually. can't tell u much about them, but some people have DIY'd ones out of altoid containers
as far as 'non-electronic goes,' there's the dragonfly, but of course that doesn't have any volume or tone options. its not possible to power a set of phones with the electrical signal produced by the instrument, there needs to be something that amplifies the signal (hence the 9V in those pocket amps)