I would do yourself a huge favor and go out and buy an amp. It makes no sense at all to have an electric guitar like the Casino, with its great P90 pickups and the relationship between those pickups and the hollowbody construction, and not have an amp.
The big thing with any electric guitar is how the amplifier takes the guitar's naked signal and alters both the volume and tone in very unique ways. Both are roughly the same thickness even, so not even a nitro nut can tell you differently. The poly finish will not significantly effect the tone of the guitar. You should get something.anything at all really. You don't even need a tube amp, although I highly recommend it.
If you want good sound/tone/volume, you need to get some sort of amplifier. Fingers, I don't want this to come across the wrong way, but why spend $1000 on a nice electric guitar and then not get any amp? Plugging your headphones in doesn't do anything, you can probably barely hear a signal coming out and it's mostly the acoustic sound anyways.