Miouzic 2
I use to listen to some good music when I work, and I also tend to listen to it with an headset. I’m running OpenSUSE 10.2, and I missed the ability to change quickly the default card used by ALSA when some applications, like my version of Banshee doesn’t allow to change easily the output card. So I quickly hacked a little application that allows me to do so:

It works pretty well for me, so feel free to download it, to modify it, to redistribute it. License is MIT/X11.
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Rhetorically: How hard should it be to turn it into some Banshee addin or even core feature, affecting only Banshee output?
At least in my fedora core 6, I can just go to System/ Preferences/ Sound (Devices tab) in my gnome main bar, to set such thing globally
Using pulseaudio you can change the sound card for a running program on the fly.