This may be old hat to you, but strangely I first thought of it the other day.
Why not plug a headphone straight into the Airport Express?
I have a nice terrace that I like being on, and it's equipped with proper electrical sockets.
And I got a flash of inspiration I should have had a long time ago - I can plug an Airport Express into the socket, and then plug a set of headphones into the AE. I have an iPod Touch equipped with Remote Buddy, and can therefore control what's playing and the volume with that, while enjoying a new found mobility to my music.
Surprise - it works perfectly. I now have access to my entire music library, through the Touch, and through an Airport express out on the terrace.