Have thought of that but don't see many, if any, suitably portable ones down here (NZ). I get pretty good results with the Walkman adjusted as described above but will try an amp if I get the chance, just to see. I have also thought of trying the C3 out on the home system to see what they are really capable of, but that would also require a headphone amp.
I never expected C3s on a portable player (even one using .wav files) to match the capabilities of my main system but the combination does pretty well nevertheless. As they say - fit for purpose, which is good quality music at comfortable volumes and without background noise on the commute and at the office.
Steve