rock?
like classic rock, or the crap being excreted now-a-days?
pl-30's have a nice, slightly bassy sound, and have a great soundstage, you cant go wrong with them. listen to the stairway to heaven and wish you were here, to get an idea.
and yes, the audio output depends on what kind of audio processor the device has.
the cheap end phones have just a rudimentary output, with little or no sophistication, while the dedicated mp3 players are made ground up with audio quality in mind.
i'd advise you to stick with a dedicated mp3 player, if you can afford it, or a good phone, with a decent music engine.