Scott,
I actually did reply to your question, but for some reason it didn't get posted. My computer has been doing some strange things lately.
I didn't actually have any problems with the headphone out on the keyboard, but coming from the Mackie gives a few more options, including monitoring other sources, such as guest singers or players that are not routed through the keyboard.
I sent you an email, but I will post it here in case anyone else is interested.

"I have a couple of different headphones. I think one is a Sony. They are the “earbud” type they are designed for portable CD players. The little ear pieces actually fit inside your ear. The audience can’t even see them if you are careful with the cord. You may have to buy an extension for the cord, if it isn’t long enough. Radio Shack has them.

I usually cut my speakers off on the job, unless it is impossible to position the mains where I can hear them without feedback.

I had the Roland G800, which had no speakers. I don’t remember if the X1 had them. It is not that important to me whether there are speakers. I use them mostly for practice."

Don