Using an amplifier to boost the volume to overpower ambient noise? That sounds like a perfect way to kill your ears.
You should use an amp with an ipod if your headphones are so inefficient that the iPod's own amp just isn't enough to drive them in normal usage, and/or to replace the iPod's own amp if you think it sucks too much. They are not meant to boost the volume on normal headphones so you can drown loud ambient noises and get permanent hearing damage.
Better to get in-ear headphones, like DrAtheist said, that will block ambient noise. That will make it harder to hear important sounds on the road, though, so it isn't very safe, either.