3) Headphone Jack in the rear. Just run the cord underneath (duh) ....
Yes, that’s what I usually do if possible, although the cord on some headphones isn’t quite long enough to run under the keyboard and up to your head comfortably without having to buy an extender. And if cord is too long then it’s hanging down below the keyboard and can get tugged on accidentally by your legs or by a pet, possibly doing damage to the wiring if it’s tugged too forcefully. It’s still hanging down if it’s plugged into a jack on the front of the keyboard, but at least it’s hanging down to the side and is more out of the way.
Mostly, though, it’s the hassle of having to plug it in or unplug it at the rear of the keyboard— less of a hassle if you’re set up in a spacious room and the keyboard isn’t pushed back against a wall such that you can just walk around behind the keyboard, but more of a hassle if you can’t walk around behind the keyboard and must either pull it away from the wall or lift it up in the rear so you can see where the jack is.
That’s my situation— keyboard against the wall, no extra space to the left or right, not to mention very little space in front, making it awkward to pull one end away from the wall to see the jack, or pull both ends straight away. I always have to lift up the back of the keyboard to see the jack— and now that I have a 2-tier stand, that’s pretty much out of the question. I basically need to pull the keyboard off of the stand to access the headphones jack, which is complicated by the other cables which are connected in the back, including an audio cable that connects my top keyboard (which has no built-in speakers) to my bottom one (which does).
I used to just keep the headphones plugged in all the time, but I started worrying that that might not be a good idea for one reason or another.
In any case, choosing which keyboard to buy is often a matter of prioritizing just how desirable or necessary each “dream feature” is, since it’s often difficult if not impossible to find one that ticks off every single box on your list of demands, and you end up having to choose the one that at least ticks off the boxes with the highest priorities. For me, the placement of the headphones jack is one of the lowest priorities, but I can understand and sympathize with anyone for whom it’s more of a priority.