I recently purchased a Fiio E3 from Headphoneamplifier (great service by the way) mainly for testing purposes and at this price there's not much to lose.
It does what it says on the tin really, its a tiny little thing, just longer than a small match box and nearly half the thickness.
When used with a portable source, in my case an older 4th Generation iPod classic, it does show a noticeable boost in volume, not a huge change but a change non the less(its worth bearing in mind that this was with my fairly easy to drive Audio Technica AD700s I imagine harder to drive phones would benefit slightly more for using an amp). The sound itself did have slightly more bass than without it which can be a good or bad thing depending on your choice of 'phones in my case it was a fairly welcome addition.
The only downside is that it runs purely on batteries and unless you have your own re-chargeable AAA you're going to burn through them pretty fast, for this reason I'm more than likely going to purchase its bigger brother, the E5, as well.
For the money I can't really fault it, a couple of re-chargeable AAAs would be a good bet though.