I don't use headphones because they're too big and uncomfortable but I do listen with two stereo speakers and I swear  I have THE weirdest, most lucid and clear dreams with this.
It's crazy.
Normally I delete arguments but this one is entertaining. :)
Without headphones, you're hearing an acoustic or "monaural" beat. Some people argue they're just as effective as binaural beats. I haven't tried them myself. If it works for you, that's the main thing.
Maria Ferrari