I'd really like to be able to play sound through both the headphone jack and my internal speakers on my MBP. Is this possible? If so, how?
In my experience, the answer is no. As soon as you plug in the headphones into the 3.5mm jack, it replaces the internal speakers as the default output (and vice versa when you unplug them). There are several discussions around as to whether this is actually a limitation in the hardware or the software, but the end result always seems to be the same.
Now this may not answer specifically what you're asking, but for interest, the only time I've had any success with simultaneous headphone and speaker output is when using a USB device, such as a headset or USB speakers. In order to get this to work, you'll need to plug in the USB device, then do the following:
And thats it :) So, now when you play a song in iTunes, for instance, that should come out of both the headset and the speakers.
However, whilst all this may be largely academic without a USB headset or speakers, I did also come across the Griffin iMic which says:
I've not tried it, but if you're willing to spend the money, that may allow you to connect a pair of headphones with a normal 3.5mm jack then, using the method above, get audio out of both the internal speakers and the headphones simultaneously.