YAMAHA MM6 Speakers/hardware question.?

I am planning on buying a YAMAHA MM6 A fairly nice and affordable keyboard/synthesizer. However I noticed it does not have speakers on it, and I've been told I need to electrically amplify it. Do I have to go out and buy a costly amp? Or will a set of headphones work just fine? Please someone answer, I'm new to all this music hardware stuff. =P