How to supply a source to a headphone amplifier for the best sound.

I bought my very first headphone amplifier recently, the Massdrop THX 789 and had problems getting the music to get loud enough to satisfy me. My first source was direct from my cd player into the stand alone headphone amp and I was disappointed. I tried my Sennheiser 6xx headphones which are 200 ohm (I know now, hard to drive) and no good. My Audeze LCD-2 were bad too. Only a pair of portable headphones sounded decent. So after some trial and error I finally hooked my cd player into my Yamaha amp and the Yamaha main rca 100wpc output into the headphone amplifier and it was very good and loud for everything but the Sennheiser 6xx’s which sounded good but not loud. I could use the Yamaha amp volume control and the headphone amp volume control.
Am I doing this right? How does everyone use their headphone amp with their sources? The way I hooked it up I would have to have multiple input/output options to hookup my audio gear so I wouldn’t have to unplug/plugin different sources when I want to hear the speakers with cd then my headphone amp with cd. I don’t think that would work with my Pass Labs X1 and Bryston 4b SST.