I have the Music Hall 25.2 USB DAC at home for a tryout right now. Yes it has a volume control (and a headphone output).
I also have an Apogee Mini-DAC, which has a volume control too. The Mini-DAC can be had with or (more cheaply) without a FireWire port, if you don't need the computer connection. It can be jumpered internally to place the volume control in or out of circuit.