Talk about convenience. A new jailbreak tweak called HeadphoneLauncher automatically brings up a media dock when the headphones are plugged in. The tweak can be configured using settings to provide access to multiple apps directly from the lock screen.
You can decide exactly which apps you want to appear in the lock screen launcher after the headphones are plugged in. Once the tweak detects the presence of headphones, these app icons pop up along with standard media controls (play, pause, etc).
Four apps will appear on the launcher, however more can be added and are accessed by swiping to the left or right. Tap the icon of the audio/video application you want to use with the headphones and that's it. Once you are listening or exit the lock screen, HeadphoneLauncher will not reappear. To bring up the launcher again, you must plug in the headphones while the iPhone is locked.
HeadphoneLauncher comes to Cydia on the BigBoss repo for $0.99. To find HeadphoneLauncher navigate to Sections -> Tweaks in Cydia or use the Search function. Installing the package requires a jailbroken device running iOS 5 or higher. Apps to launch can be selected from the Settings -> HeadphoneLauncher -> Select Launcher Apps menu once installed.