Palo Alto Cubik Digital USB Speakers Price: $59.99 Shipping Options:: $5 Standard OR $9 Two-Day OR $12 One-Day Shipping Estimates: Unknown (Tuesday, Jul 29 to Wednesday, Jul 30) + transit Condition: New
Some of the comments say that since these are USB speakers it uses different drivers, which makes it tedious to switch the drivers back if you want to listen with headphones.
If you have a modern operating system (windows7 or 8) just select the headphones as the output device by right-clicking on the volume icon in the task-bar and selecting playback devices.
The convenience aspect is really the only thing keeping me away from USB audio. Even after doing all of your aforementioned extra clicks (which explicitly cannot be done programmatically, may I point out!), most(?) applications will keep using the other device until you mute/unmute or even close/reopen it. Generally a total pain compared to the golden era of plugging/unplugging a 3.5mm audio cable.
Even that issue can be worked around. I use the utility SoundSwitch, which does a good job of changing the audio output device of all open applications (say, from the 3.5mm headphone output to the HDMI audio output) without needing to close/reopen applications. http://soundswitch.codeplex.com/