Get a pair of Etymotic ER 4P's. I use these in bed next to my wife all the time...she can't hear a thing, and I hear only the music. I use my ER4P's with an iPod video, and the synergy is very good. I have experimented with using a portable amp, and even using my ER4P's from a high-end headphone amp (my SinglePower PPX3), and the sound from the ER4P's isn't improved that much. For me, they are different from other headphones in the sense that "lowly" amplification works just great for them.
The only way for your wife not to hear a thing is to use canalphones (Etymotic, Shure, Ultimate Ears).