yes, no problem at all. the only consideration is that the earphones must be equipped with the proper plug, but that is no problem as that is a common size and configuration and available at places like Amazon or Best Buy.....etc.
Hi Eileen. It is funny that you should ask that, as I just had my partners set of headphones lying around and just tried them on my Sansa clip. They worked perfectly :) I can't tell you if they would use slightly more power, but I do know that the battery in the sansa lasts for hours. I hope that helps. Feel free to ask any other questions :)