I said a similar thing to Kool Skull the other day.
If you drew something really great, wouldn't you want to hang it in your bedroom and look at it, thinking "shit man, I'm proud of that"?
When I listen to my music, I usually feel either proud or frustrated - proud because I finally nailed a perfect track, or frustrated because I have't yet nailed it down. So usually after I've got a finished draft down, I render/record it, load it up on my iPod and listen to it on the deathly long bus trips to and from school, listening to it a few times to hear what I've done the previous night. Usually then my head is cleared and my judgement too. I talk to myself, thinking "I need to change that knob over there" or "i should loop this more", accumulating a bunch of fixes and ideas for the song until I have access to my studio or whatever device the tune was written on.
I always load up my final releases to my iPod and listen to them because I feel a sense of pride for what I've achieved. I'm proud that I've made this music and I want to listen to it!
I think that every musician should listen to their music out of the studio. It helps them think of new ideas that they can't readily change then and there, lets them accumulate and change; sometimes this is good, sometimes not - sometimes instead of brewing ideas in my mind, they overcook and get all burnt and I toss them out.
That said, another good thing about having my music on my iPod is being able to hear it integrated with other tunes that maybe inspired or will inspire it! Usually hearing my tunes in shuffle alongside some other songs can help show some mistakes that may be missed by listening to the one track over and over - that's how I noticed many of my earlier tunes had inconsistent levels and mastering to the tune before it!