I've been trying different headphones and have noticed a huge variation in sound quality between them.
First, a pair of Nokia ones. These have a switch halfway down and an extra segment on the jack, in addition to the stereo separation. Basically the same setup as the bundled SF ones. The sounds is appaling. Faint, hissing weak... press the button on the cable and the volume increases, but, only in the left ear.
Next up, the SF ones. Clear sound, no hissing, not bad for cheapo kit, although the bass is poor. Don't fit very well though in my ears.
Some Creative ones next. If anything, too loud! Clear sound, again no hissing. These are stereo-only, no extra segment.
Finally, my Sony noise-cancelling ones. Good sound quality, no hissing, quieter than the Creative ones. Again, stereo separation only, gold plated connector. Could listen all day with these, especially as I can't hear the wife talking to me
Seems to me the headphones are the real difference, at least on mine. Tried with both Winamp and the stock player, can't tell any difference in sound. Tried the 'phones in my MP3 player, results were similar, although the Creative and Sony ones were far ahead of the ZTE ones. The Nokia ones still sounded poor, with half the sound missing altogether unless I pressed the button!
The sound from the MP3 player is better, but, to me that's to be expected. I use that to play music, it's lighter, smaller and fits discretely in an arm band for the 3 days a year I can be arsed to go to the gym.