Change your playback device on the fly using a shortcut key, with SoundSwitch
SoundSwitch is a free program that lets you change easily, using just a shortcut key, your playback device. The program is simple and easy to use. It gives you a list of available playback and recording devices to select what you’d like to use. Then you can define two shortcut keys, one to switch playback devices and another one to switch recording devices.
Note that the program lets you apply this change also to currently running players, but this didn’t work for me. I have Winamp using “digital” outpout > DAC > Amplifier, but after I switched device for the system, Winamp kept using the “digital” output.
SoundSwitch can be convenient, provided that your media programs follow the general OS sound settings and they are not configured separately. In any case, since it is free, you have nothing to lose to download and see if it helps you.