Andy-
Congrats on getting a Mac. I switched about a month ago, and it really feels like I'm fresh out of the Matrix or something. Except without living in a cave in the center of the earth thing.
I'm a photographer and a musician, so the switch was important to me. As a musician, I can tell you this- the only speakers / headphones that sound good are ones that you buy. The ones that come for free are usually pretty lame, such as the iPod ones, and the ones installed in laptops. Some laptop speakers sound much better than others- but they're all pretty puny. They're designed to take up little space and be durable.
You mentioned traveling- have fun, and may Ganesha bless your travels! I personally love my in-ear headphones, and couldn't travel without them. They're the Etymotics ER-6i, and can be had for about a hundred smacks. They're triple-flanged earplugs with drivers in them, basically. When you're traveling, they're great, because the seal in your ear blocks out 30+ decibels of exterior noise. You can also hear your music better at lower volumes, saving your hearing. Shure makes great products, too, and I'm not a fan of Bose's headphones (I have, and love, a pair of their monitors, though). The in-ear headphones (canalphones) do make a booming sound like martinmartin said, for working out, i recommend sony's behind-the-head ones. If you want the canalphones, but don't want to shell out for the etymotics or shures (both in the $100-ish range), the Sony MDR series uses the same idea and are much cheaper.
For external speakers, I'd suggest the Harman Kardon SoundSticks II if you're into great sound and aesthetics, but if you're really into music while you're at your desktop, pick up the Logitech Z-2300's. They look great, sound great, they're well priced, and the woofer is also a bread maker. There's nothing like the scent of sourdough pumped out by Balkan Beat Box.
As for book recommendations, I'd suggest the Dalai Llama's "The Universe In A Single Atom", and "The Mind's Eye: Collected Works of Henri Cartier-Bresson". You could pick up a few books on switching to a Mac- but with these forums, you should be able to save some trees.