Why would you lend something that expensive to someone? I would only ever lend something like that to one of my 2 best friends, and maybe a couple members of my family.
Don't let people bully you into giving them your stuff. It's your stuff and you can choose what you want to do with it. If they are any kind of friend they will respect that and quite bothering you about it.
Now, I recommend you talk to that guy you let borrow your iPod. Tell him that since he borrowed it and can't return it, he has to buy you a new one, or pay for the majority of a new one. Don't talk to him in a way that could get him ****ed off, though. If you are really worried, bring a friend as back up, just in case he does something stupid.
For the headphones is kind of a different story. If you left them at his house, it's partly your fault so he was never responsible. If you really wanted them back you would have gone to his house when you knew someone was there. Not much you can do. If you wanna be mean, however. You could sell the stuff that you have of his. Then buy those headphones back.