Any TVs that have a headphone jack?

No and I'm not sure why they would.

Buy an A/V receiver. I can't imagine sitting close enough that plugging in wired headphones would be feasible. You're more likely to find L/R stereo connections.

You should be able to adapt the L/R stereo outputs of most TVs to allow yourself to plug in headphones.

Por ejemplo:

http://www.amazon.com/Male-3-5mm-Ste...p_ob_e_title_3

Headphone jacks are usually available only on some smaller TVs, such as the Samsung 22" LED model.
Some others have line level analog audio outputs that can be connected to a headphone amplifier or as input to a wireless headphone transmitter, using a commonly available submini to RCA stereo plug adapator cable if needed.

Cheap AV receiver is your best bet. Many tvs (my 2011 Panasonic included) don't even include analog audio outputs at all! They opt, instead, for toslink or hdmi ARC. If you have no room or desire for an AV receiver you could purchase a dedicated headphone amp (which would probably run you more than the receiver) or one of the gaming headsets which typically include amp/headphone as a package deal.

Not sure if you are still looking but this Insignia has one

http://www.avsforum.com/avs-vb/showthread.php?t=1249155

I picked one up a couple of weeks ago for the bedroom, and one of the main reasons was because it has the headphone jack. Well, that and the price and the fact that most of the people in that thread seemed to like it!