Takeshi Masuda:
Hello and welcome to FlyerTalk!
I always travel with personal headphones to avoid the disappointment you wrote about not to mention that of not even having headsets offered. Since I started flying with my own headphones, I have not been on a UA aircraft (except, of course, 737-200s as they have no inflight audio) that did not have a miniplug jack. By the way, my experience has shown that UA's best inflight audio quality is on 777s (awesome!), A319s and A320s. Audio was excellent on the 744 to SYD and from AKL but that was in Business Class with the noise-canceling headphones; cannot say what it is like in Economy.
And I agree with "violist"...nothing lost by asking the crew to provide "From the Cockpit" audio instead of the music on that channel.