Headphones that I can play and listen to at the same time?

What you need is a "headphone amp". There are a bunch out there, at a wide range of prices. Some of the best are the Cafe Walter, Phil Jones Bass Buddy, and Summit TD-100, and I saw a used Cafe Walter in the TB classifieds just recently.

Please don't imagine it's anything to do with altered headphones.

 

That Behr unit would not work, it only has an input for a microphone. You need one that has an instrument input, that's where you'd plug your bass and pedals. The word "preamp" is used a lot of different ways, so saying there's a "preamp" on your pedalboard doesn't tell me whether you can plug headphones into it or anything else.

Look for one that has an instrument input, a stereo input for your MP3 player (or Walkman or whatever), and a headphone jack. Don't make any assumptions- if it doesn't specifically say headphone jack for example, don't assume or wonder if headphones can be plugged in. They label these things really obviously and clearly.

 

A small cheap mixer makes a great headphone amp. Plus you can expand it later.

 

Get one of these:
http://www.musiciansfriend.com/prod...It-S1b-Standard-Bass-Headphone-Amp?sku=151082

I have one, and I love it. It's awesome to use when you're traveling. You plug it into your bass, then you plug the (included) headphones into it. If you want to play along with a CD/MP3 player, you can plug that into it as well. It also has an output, so you can use it as a preamp. WELL worth the $40!

 

Wow, that does look pretty cool.