Yeah, assuming you will be doing a reasonable amount of headphone playing, I think the preamp, recording style set up is the way to go, with a wee combo for practice.  Do you record? songwrite? videos?  Anyway the [url="http://www.bassdirect.co.uk/bass_guitar_specialists/Pre_Amplifiers_Phil_Jones_Bass.html"]Phil Jones Bass Buddy[/url] is an excellent tiny preamp with decent features including compressor.  I loved mine.  Obviously you could go mental and get a SWR MM pre or an Avalon!? That's would be a total luxury.  In terms of combo, some good suggestions so far- Roland, ashdown, markbass - but if you really have a bit of cash, then a [url="http://www.bassdirect.co.uk/bass_guitar_specialists/PJB_CUB.html"]Phil Jones combo[/url] might be a decent option?  Small, very good sound. The Cub is designed to sit by a desk or whatever so you could even use that for your headphone work, avoiding the need for a pre?  There are bigger PJ options.  I would maybe add in a B3 for FX.