Not sure about the Ace 250 - some detectors have an alarm signal rather than a varying tone - but with my detectors headphones make ALL the difference. The weak signals can be the deepest and best coins. It also helps to interpret trash; which usually has a squeak or hard constant sound rather than a nice vowel sound. They also help me focus on the detector sounds and ignore the ambient noise. On the F75 the audio circuits are seperate from the video ones so it is a great help in interpreting targets. The Musketeer is audio only and headphones are a must if you are serious about finding deep items.
Recently I have been using a single earpiece Rattler headphone and I love it. My Black Widows block out all outside noise short of gunfire and I have had the bejesus startled out of me many, many times.