I bring my Berning headphone amp, my 60GB ipod (WAV and Apple lossless files), and cans-of-choice. Last trip I had a pair of Swan M200 speakers too. Better than cable! There are smaller head amps than the Berning.
Sometimes you get lucky though. I stayed at the Sutton Place in Chicago last year and they had a passable system with an Onkyo CD Player/Tuner and Amplifier and Teac bookshelfs. Once I had repositioned the speakers it wasn't half bad.
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