USE GOOD HEADPHONES.  (SMALL EAR BUD HEADPHONES ARE NOT ADEQUATE FOR THE LOW TONES.)  IF YOU CONNECT THE iPhone TO AN EXTERNAL SPEAKER, MAKE SURE THE EXTERNAL SYSTEM HAS GOOD SUB WOOFERS.  THE INTERNAL SPEAKER ON YOUR iPhone WILL NOT PROVIDE YOU WITH A GOOD LISTENING EXPERIENCE. 

Photo credit:

http://www.flickr.com/photos/skippy/ / CC BY-SA 2.0