I suspect a good number of the folks on the forum have made some investments in at least one sort of external mixer or other.  I'm one of those folks.
 
I recently added the VRM box to my Sonar setup.  It's really added perspective to my ears listening through headphones as to what I need to adjust in my Sonar mixes to get the songs to have a better likelihood of holding up well across different speakers.
 
But after listening to the VRM box output through headphones, I wanted to use the VRM box alternatives and hear them through several different speakers/monitors as well as the headphones, which I guess is a bit of hyperbole, but I wanted to do it. 
 
Instead of trying to route the VRM box output through my mixer, which isn't that great in the first place, I made a very satisfactory buy with a small unit called the ART HeadAmp4 Headphone Amplifier sold on Amazon.  It cost about $45.00.  It takes a headphone input and allows you to have 4 different separate volume controls (each with separate amplified sound), routed to 4 different headphone jacks.
 
So, I'm now taking my VRM box output, and routed it to this unit for the input.  I then route the 4 outputs to different places.  I have some for headphones and some for speakers.  It's a VRM box pallooza.
 
The thing of it is, this small 4 output headphone unit has a very decent clean sound and essentially adds no effect to the signal.
 
Just letting the friends on the forum know that I've found this to work pretty well for this purpose.

I have the ART HeadAmp4 too, and I use it as an extension running out of the back of my rackmounted Behringer headphone amp in my studio. It is perfect because outside my studio at home, I have a lofted landing which is a really nice high space to record in. Of an evening, I light candles and burn an incense stick or two to add to the ambience. It's very useful for visiting guest musicians / singers who I occasionally invite to contribute and has a nice sound. With this little amp, I can run a single cable out from the back of my rack headphone amp, and allow the guest(s) to adjust their own phones level to suit, whilst I remain at the console without having to lean down and adjust their levels myself, or indeed having them near the rack making adjustments. I had a friend once twist the knob on a compressor above it, and didn't know for 30 mins why I was getting no sound from a mic (she turned the compressor gain right down) Also when I am recording out there, using another invaluable piece of kit, my Frontier Design Tranzport, it means I dont have to keep running into the studio to adjust my own levels. Yes, an inexpensive but immensely usful little piece of kit.