Decent tuner with a headphone output and volume control

I do the same thing as you in my bedroom system. I used to have a Bryston BHA-1 headphone amp with a SACD player and the Sony XDR-F1HD. I just recenlty sold the BHA-1. I get a great station on the FM dial, which sometimes plays vinyl too. The same station on the internet sounds like crap. I actually bought the Sony HD player solely to listen to the second HD broadcast from this station.

I bought a modified Sony tuner from this guy. I think I paid around $400.
https://www.xdrguy.com/xdr-f1hds-for-sale.html

HD radio is crap but the player also gets regular FM and the tuning is amazing. I also have a Magnum Dynalab MD 102 that cost close to $3K. The Sony is not as good but it is rather close to the same quality. For $400 it is a steal.

This unit does not have a headphone amp but what I will do, to replace the BHA-1, is get either the Headamp GS-X mini for $1799 or a second Benchmark HPA4 for $3K. So at the low end for around $2100 you could have a killer FM headphone system.

Not what you asked but likely better sound quality than what you are thinking.

Listening to my Meze Empy + MD 102 + Benchmark HPA4 as I write this. Awesome sound.

A good FM tuner (and antenna) can provide excellent sound quality, often much better than a streaming version of the same broadcast. I'm not aware of any good tuners with a good headphone amp however. You could look on the fmtunerinfo site or its discussion list. Or get a headphone amp or a preamp with a decent headphone amp to go along with your tuner.

I have two Accuphase T-101's that I use for background music. They have headphone jacks and volume control, but no amp. Stellar sound quality.
 

Thanks for the input.  A  question for a novice like me, is streaming high fidelity sound quality or is it compressed and a sample of the music but not the actual music.  Sound quality is very much what AudiogoN and other audiophile sites are/were about.  Any advice or experience you can share on  streaming and sonic quality would be helpful.  

Hope all are doing well with our globes current condition.

whatjd

... is streaming high fidelity sound quality or is it compressed ...

It depends on the stream. Some stations such as Radio Paradise offer streaming in FLAC and sound great. But many terrestrial stations stream in mp3 quality that can be inferior to their OTA signal, especially if you have a good tuner and antenna.