This is a rather odd question. Adding a dedicated dac and amp to a laptop is pretty much always going to improve the sound, but it depends which ones you add as to how much difference it makes. Your 3rd option is odd because, without an smp, a DAC's output is pretty low, so unless you have very sensitive headphones you'll struggle with volume and if you change the volume digitally you'll degrade the sound in an undesirable way. Although some DAC's do work this way - Audioquest Dragonfly, HRT Headstreamer etc. Your 2nd option is going to be better than the 1st, but, again, it depends on the amp and CD player you use as to how much you'll notice. I'm curious why you didn't suggest an option for a CD player + DAC + amp + Headphones as well. In theory that should be the same as option 4, but some will tell you otherwise. Personally the only thing I think is valuable in a CD player is it's DAC.