check out the line 6 PODxt. it's around $350 or so but it's got a billion and one effects and it connects to your computer using a USB cable
..figured I'd go find the page..
http://www.line6.com/podxt/listen.htm

the other one I looked at is the pandoras box from Korg toneworks... (they work with VOX too =) )
anyway, the dude at the music store was raving about this thing, then someone else was listening and said the same thing... it's pretty amazing...
http://www.korg.com/gear/info.asp?A_PROD_NO=PX4

from what I understand, this thing is the ultimate in practice equipment and I think it has a line out too....

Just 2 things to get you started on this. But I have to admit, the more you look, the more confused you get! I do anyway..
good luck