Can I use my personal regular 3.5mm headphones with a PS4 to listen to in game audio through the Dual Shock or remotes?
For the PlayStation 4, you can just use a regular set of 3.5mm headphones to hear game audio through the port on the DualShock 4.
To do so, from the PS menu, go to Settings > Devices > Audio Devices > output to Headphones > With your headphones plugged in select "All Audio" as opposed to "Chat Audio." You can also adjust the volume from Audio Devices > Volume Control (Headphones).
I found the steps slightly different to the answer from @Teryx, maybe due to a later software update? This worked for system software 2.04:
First plug in your headphones to the DS4. Then:
Settings > Devices > Audio Devices > Output Device.
That should be set to "Headphones Connected to Controller".
As @Teryx said, on the same screen, > Output to Headphones should be set to "All Audio"