I think partly the problem is that after a while the iPod headphones that Apple ships with them start to lose volume. Now I have to practically turn the volume all the way up when I listen on the iPod. The headphones sounded great for the first month or so then are getting worse and worse. I've only had my classic since late December. Get some better headphones to help the sound out.
I honestly don't know why or even how anyone can use those earphones Apple ships with iPods. My iPod Touch has these AWFUL little 'buds' that won't even stay in my ears properly, feel incredibly uncomfortable to boot and have inconsistent sound quality and volume depending on their orientation. Maybe I'm just clueless how to properly insert them or my ears are a weird size, but I thought they were awful. I own custom fitted musician earplugs so I'm not exactly an idiot on how to insert 'in the ear' plugs. These apparently are supposed to sit just outside your ear canal opening, but they don't sit there well at all, IMO.
But using the "Sony Walkman Rule of Thumb" principle, any headphones you get with any player are going to be total crap so the first thing someone should do that doesn't already own good headphones is go buy some good ones. Personally, I use Koss Studio Over the Ear Headphones with the iPod Touch and they sound great. But there's some good stuff out there from companies like Grado. You can even get custom molded ear canal headphones that drown out all outside sounds (nice on planes, although nowadays you can get noise canceling ones), but they sound as flat as you could want. The danger in all such designs is it's easy to fry your hearing due to the loudness masking effect of headphones which is much worse the further into the system they go (i.e. ear canal headphones are the most likely to be mis-used too loud and damage hearing).
When I was going to get my musician plugs at my ear doctor, I heard a doctor in the next room telling a teenager he had lost 40% of his hearing across a significant part of the audio spectrum and it was due to walkman headphones blasting in his ears. Basically, if you're using over the ear type headphones and someone can hear the song you're listening to 10 feet away, you're probably destroying your hearing. I've got a sound pressure level meter (you can get a cheap one at Radio Shack) and it'll tell you what your earphones are putting out at 1 inch from the driver if you want a good frame of reference.
In my experience with high-end audio, it always sounds MUCH LOUDER in a real room with actual loudspeakers for a given volume level than the same level on headphones, which makes you want to keep cranking the headphones. Plus headphones (due to the environments they are usually used in) are competing against outside sounds that also make you want to keep turning the volume up to just be able to hear and those volumes are usually unsafe. This is probably why all these limiters came into being. Too many were destroying their hearing without even realizing it.
But then we live in a world where people blast car stereos to levels that are clearly CLIPPING (i.e. the voltage is hitting the rails or going past its maximum resulting in square waves which are bad for speakers and ears alike) and they act like they don't even notice. It sounds awful but LOUD is apparently more important than quality. Ironically, you can almost never have too much power (well up to the point where the driver would fail) as clipping is caused by running out of it, not having too much of it. Anyway, if people can put up with THAT, then no they can't be trusted to not turn up the volume to dangerous levels with headphones, IMO.
Anyway, how 'good' a portable sounds is going to be a combination of the headphones used (their quality) plus their power needs (sensitivity rating and impedance of the drivers) versus the portable's amplifier in its ability to drive a given load to a given level cleanly. Thus, I don't think you can just state that a Classic is going to sound worse neccessarily than a Macbook. It'll depend on the headphones used in more ways than one if the Classic has a wimpier output stage than the Macbook. Very sensitive headphones could easily nullify the differences, for example. Some amplifiers also drive some loads better than others so the same headphones COULD sound different on a classic from a Macbook. But if the headphones are within the clean operating range of an op-amp, they should sound very similar on both systems.
There's a very real subjective imagination effect in the high-end audio world where some people even believe painting the edges of CDs with green ink somehow magically improves the sound of the CD.... No, I'm not making that up. It was a big argument in the '90s in high-end audio circles. I left 'high-end' circles because most people there prescribed more to imagination than science. I use my ears to listen, but I don't want to imagine things either and believe me, it's very easy to do just that for a number of psychological reasons.