You may do as Yogiboy did with directly coupled output stage amplifier. That will work if you have relatively high impedance headphones. If you don't, you won't be able to control the volume correctly and will have a chance of blowing either your ears or headphones whichever comes first.
If you have an output transformer in your amp, you'll need to find another transformer to match impedance of your headphones.
If you have an output transformer in your amp, you'll need to find another transformer to match impedance of your headphones.