Preamp/Headphone Question

To be honest, I'd like to spend as little as possible. If it wasn't clear in my first post, I'm being forced into this game a little begrudgingly and would hate to spend huge amounts of money on a headphone rig knowing full well what that kind of improvements I could be doing to my hi-fi setup with that kind of money (if you look at what I have, everything is fairly "budget"). That being said, I can still be convinced otherwise.

I've been lent a pair of Grado SR-125s, and while I understand these are among the low-end of the Grado line, I've been thoroughly impressed by their value (hence the interest in RA-1). I may go for another model, but I understand the range of Grado headphones posses similar characteristics.

On another note, what's stopping me from simply using an RCA-to-headphone adapter and plugging my headphones into the line out of my SP-9? I understand this isn't exactly 'ideal' and there may be impedance issues, but if it isn't 'unsafe' for my SP-9 (I'm not sure if it is), could I potentially eliminate the need for a headphone amp? BTW, I tried this BRIEFLY with a cheap adapter and it sounded acceptable, but again, I'm not sure if this is safe. Perhaps if I invested in a audiophile grade adapter could this work?

Thanks for your input! I will definitely check out the RSA... I've just signed up for a head-fi account.

The RSA B52 is an outstanding tube headphone amp. Expensive, but worth it. It transforms ordinary headphones into great ones.
(Upgraded tubes help, though).
Check out the praise on headphone forum sites.

What headphones will you be using and what is your budget for a tube headphone amp?