I was looking for the way to get my headphones working on my Sony Vaio VGN-FZ29VN with Ubuntu 8.10 and this is what i found (ow yeah don’t forget about sudo when you try this!!):

The Problem : The headphone / earphone jack is being ignored by Ubuntu 8.04 ’Hardy Heron’ on the Sony Vaio VGN-FZ21S. Sound continues to play exclusively through the lap-top speakers whether or not headphones or earphones are plugged in.

The Solution :

Edit the file :

/etc/modprobe.d/alsa-base

To include this line at the end :

options snd-hda-intel model=vaio

Save the file and reboot your machine.

via Michael Flanagan » Headphone fix for Ubuntu 8.04 on Sony Vaio.

UPDATE FOR UBUNTU 9.10 :
the file is called /etc/modprobe.d/alsa-base.conf on Ubuntu Jaunty