I got a smokey Mini Amp (it was a gift)..

http://www.musiciansfriend.com/produ...Amp?sku=483005
The only good feature is that it is very small and easy to carry. No headphone jack though...It sounds rather bad, IMHO...and so I don't use it much.
One of the BEST small amps (again in my opinion) is the Pignose. I love my lil Piggy. But not as small as you want.
The little marshal and fender microamps..sound...well..to me...not worth it at half the price.
Another lil toy I got is the Dean "Stack in the Box"

http://www.musiciansfriend.com/produ...Amp?sku=240508
I've had it for a few years..used with earbuds it packs nice in a guitar case.
Headphone only, though, but has some good sounds and batteries last.