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Your being an audiophile I say go for the stepped attenuator especially if you have a nice set of cans.  I would highly recommend a 'ladder' over a 'shunt' or 'series' type stepped attenuator.  I would also highly recommend that you spend the extra USD 5-25 for a 'ladder' stepped attenuator using Dale resistors.




For mounting how about using nicely cut and fitted 3M Double Lock Velcro...

http://solutions.3m.com/wps/portal/3M/en_US/Adhesives/Tapes/Brands/Dual-Lock-Reclosable-Fasteners/

it is extremely stable, strong as heck while offering many more fitting options