The easiest way if you own an iPod (which most people seem to) and then have iTunes, is to buy and AppleTV and run the best lossless files you can through a good DAC. Very little conversion or changes necessary if you already have iTunes. The only downside is that the only digital output is Toslink, but that has not been a limiting factor for me. A good DAC makes all the difference, and AppleTV really couldn't be easier.
