Like most other people have stated it just depends on who it is and what mood I am in. But generally speaking I like most Noise and PE through headphones, laying on the ground next to my tape deck while looking through the album art. Although some material sounds a lot better without headphones and turned up really loud, good example of this would be Xenophobic Ejaculation and Snuff, Prurient's Arrowhead album and certain Whitehouse material like Buchenwald, pretty much anything with harsh, isolated feedback, very stripped down sounds and high in the mix vocals is best suited to be heard in a room instead of just through headphones, in my opinion. Also groups like Disgust and that new Male Compliments cassette with their thunderous Bass and bulldozing crunch. Nicole 12 sounds great on speakers instead of through headphones as well.
Material by artists like Mania, Wince, Coma Detox, Sick Seed, Pleasure Fluids, most Mauthausen Orchestra and Bizarre Uproar are best suited for headphones.
And Black Metal is far the car rides.