I had a pair of AV40s at one point, and because I needed USB audio input with XLR, I had an m-audio external fast track unit on hand. So I used that to drive the AV40, and they sounded good.
Then I got a pair of Audioengine A2s and switched to the Audioengine D1, which I like very much. I like having an analog volume control sitting on my desk within easy reach.
I don't know whether the AV42s will sound better with an external device. When I plug in my decent headphones (Sennheiser HD650) into the D1, I'm blown away by the quality, though.