I was upset by the lack of a standard headphones adapter on my new 8525 until I found this hack:
http://www.tracyandmatt.co.uk/blogs/...e_adapter_hack
It's great if you have soldering skills. I can now listen to internet radio in my car!
Be aware that the "mini usb" connector on the 8525 is non-standard (I understand it contains extra pin-outs that carry the audio). I don't know whether non-HTC miniUSB connectors would work with this device. Maybe Cingular will come up with their own audio adapter some day.
This is a great machine though.