I went out and bought a nice Koss headset to use with the Keyboard. WHAT-A-DIFFERENCE!!! All of a sudden I've got this wonderfully clear grand piano sound. For the $750 I paid for the keyboard, it's astounding to me that Yamaha would cheap out on the friggin external sound system. Maybe mine is defective, but I dont think so.
I'd have gladly thrown in another $25 for them to put in a better sound output.
The speakers in my YPG-625 are absolutely superb. In fact, I think they might be adequate to gig in a large hall. And I can hear very little difference through headphones. You either have a defective unit, or electricity inadequate to power the speakers, or very strange acoustics where you play, or ... something.
I don't think they could have improved on the speakers with another $250, let alone $25.