Need help

I am close to purchasing my first set of headphones in decades, but none of my systems have a jack for this, so I gather I need a separate headphone amp, is this correct?  If so, what could be a great buy for lets say $500 or less?

Thanks for your help-
Listening room.  Have very decent system(s), but none have a headphone port.  
Just like with a 2-channel audio system, it’s best if you choose your headphones first to see what kind of amp and how much power you’ll need to drive them properly.  Just my $0.02. 
Lots of choices out there. For $500, I recommend used. Headphone users are as fickle as other audiophiles, and you should be able to find a $1,000 set for around $500. Without a headphone jack, you'll need a dedicated headphone amp, or at least a junction box (like Stax SRD-7) to drive them. Check Audiogon, eBay and Craigslist.
I got Grado GS1000e and Lehmann Linear to drive them. Arriving here soon, I hope. I got them from a dealer vs direct from Grado Labs. A matter of principle for me.
This Lehmann Linear and the Grado GS1000e arrived yesterday.  Listening to a Patsy Cline SACD at the moment, and even though I am sure there are "better", I am in sonic nirvana.  
Stringreen, you most likely have no memory of this, but many years back I was interested in hearing Vandersteen 5A speakers, you lived near me, said it would be possible for me to drop by and hear yours, but I did not, then you moved away; still I need to thank you for the offer, such a kind person.  I did buy my own 5As, and of course love them.  Thank you for the generosity.  
Grado phones are an excellent choice i have three pairs of them also you should check out sennheiser and beyerdynamic in the 500 dollar or so range they all can provide good sound and a lot of listening pleasure.