I plug my Focus S into a few devices.
First is my stereo in my truck, a Sony Xplod head unit with stock speakers, and I get the loud pop between songs. Head unit is amplified.
Second, I plug it into a Samsung (go figure) home theater DVD player that has surround sound speakers attached to it. It, too, is amplified, and hear the pop noise.
The last thing I use is a set of Altec Lansing desktop computer speakers when I am at work. They are also powered and amplified, and I hear the pop noise.
One weird thing is that I started using a Bluetooth hands free device made by Scosche that plugs into the 3.5mm port on the front of the Sony head unit and allows audio streaming from the phone as well as phone calls. It can be hit or miss with the popping noise. Sometimes yes, sometimes no.