(There is a setting in Settings that will turn off ringer volume changes with the buttons. That way you will always adjust the volume and never the ringer, no matter whether anything is playing or not. As such you can then adjust the volume of headphones without playing anything with the buttons. Works like a charm. I find that I personally never need to adjust the ringer volume once I have set it to an appropriate level. I just care about turning the ringer off and on, not adjusting the volume.)

I also think Apple already does remember headphone volume? It seems to for me?!