Listening to headphones is such a common experience, but sometimes it still seems really weird. Sound normally comes from somewhere in the external environment, and your two ears help you to figure out the direction and to some extent the distance of a sound source. But with headphones feeding stereo music directly into your ears, you experience a "virtual soundscape" in which sounds seem to come from various directions and distances, but which really come from two small sound sources close to (or even in) each ear. Of course you can also experience this with stereo speakers (or better yet, with surround sound speakers), but it's more natural since the "sound field" actually surrounds you. With headphones, it's really more like the sounds are somehow in your head. I really like the experience, but sometimes it does seem weird.
I'm hearing this very strongly right now with my iPod Touch, using a new Motorola S9 wireless (Bluetooth) headset. This was made possible by the recently released 3.0 version of the iPhone/iPod Touch software that added Bluetooth support among other cool things (especially copy/paste). The fact that there are no wires and that the ear buds fit so snugly in my ears really seems to enhance this "voices in my head" experience. No psychosis or non-native chemicals required.
Since I'm working on arranging and recording vocals for a few of my new songs, I've been listening for inspiration to some of the masters of background vocals, especially the Beatles and the Beach Boys. The Beach Boys' 1972 album Carl and the Passions - So Tough is not usually considered one of their best, but for background vocals, it is simply amazing, especially if you listen through headphones. It's so much more than angelic harmonies (though there are plenty of those). There are many layers and textures, but the voices are still very distinct in the mix.
With help from Roger Lavallee on arrangements and production, I've gotten some pretty good background vocal blends and effects on some of my own recordings (not that I would compare myself to the Beach Boys). One example that's on MySpace Music is my song "Just Dancing." We were definitely thinking of the Beach Boys on the chorus for that track.