Shame you didn't like the Marshall's more. Did you put an od in front of the JMP?
Don't get me wrong, I thought the Marshalls were brilliant little amps, very responsive and transparent to what was going on at the guitar. If I didn't need the extra gain I'd have snapped one of them up right away. I think the issue is just that I'm trying to get a nice little practice amp that is versatile enough to cover anything including higher gain stuff, which I thought the DSL at least would be able to handle, but it doesn't seem to be capable of the same amounts of gain as a proper DSL. I'm sure I could get the right kind of sounds using a boost or overdrive pedal in front of the amp, but that would kind of defeat the idea of a very portable, no fuss amp that I can lug upstairs/downstairs/into the garage, depending on where I've been relegated to :-)
The Marshalls for me were significantly better amps than the Blackstar that I ended up getting, but at more than twice the price and not nearly as versatile I just couldn't take the plunge. If it was for a recording studio or if I wasn't interested in higher gain stuff the story would have been very different.
I would use a device with headphones in your case.
It's funny you should say that; I was using the headphone out on this Blackstar last night and was fairly impressed, but in general I don't usually like headphone outs... also, come to think of it, I've not seen headphone sockets on many valve amps - I wonder whether there's a reason for that.