I've noticed on my 8130 that I have to plug the headphones in AFTER Pandora has started playing for it to work. If the headphones are already plugged in, it goes to the phones speakers, don't know why.
I've had that problem with Slacker. Before and after my 4.5 upgrade. Occasionally Slacker will play through speakers, even with headphones plugged in. Odd thing is, if I immediately switch to the media player, headphones work fine.