High End Audio CD Players? Headphone Socket

Agree anyone with the $$$ for a hi-end CD player, is gonna' swing for a separate headphone amp if they want headphones.
If you want a built in, you are going to have to settle for a lesser grade player.
A headphone amp could be connected directly to the CD players' analog output

Ok so let`s say i got my high-end CD Player and a separate headphone amp! now Elizabeth said about connecting the amp to the analog output. What type of cable can link these two? does the amp or CD Player come with the cable type or is it a separate issue?

Cable types are going to be either typical single ended RCA cables and/or XLR balanced cables. Most better CD players have both a balanced out and single ended out. As a result, you can run the balanced out to your main preamp and the single ended out to your headphone amp. I don't know about the Cambridge, but I have owned both Wadia's and the Capitole and both have single ended (ie. regular RCA cables) and balanced (ie. XLR cables) outputs that can both run simultaneously. You will want to consider this when buying a headphone amp. If you existing preamp is not balanced (ie. balanced inputs) then maybe you want to find a headphone amp with balanced input and vice versa.

Any processing done inside the CD player that will improve the sound for speaker listening should also improve the sound for headphone listening.