Well over time I've tried different setups and now I play three different ways depending on the mood of me and the family.
1. I use a Y split and run a cable to my POD HD500 and then to an amp. The other output of the Y is the RS cable to the PC. I do this when I want to practice hitting the pedal to change the tone during songs with one or more tone changes. I'm not very good at this so I need to practice. I focus on the pedal and my playing takes a nosedive. Still it is fun and with this set up I control my guitar tone not RS. The amp can be turned up to reveal when I sound good and not so good so this is a reality check set up (Hey Chili... RS scores you well on Guerrilla Radio but you sound like %#$*).
2. I use headphones when the family is tired of hearing riff repeater at 60% speed or just tired of hearing me.
3. I run a cable from the headphone jack of the PC to my amp and let RS control the tones when the family is away and I want to rattle the walls a bit.
I think the headphones are the best quality sound but I still like to use the other setups.