That's why I choose to do a Mellotron emulator... The sounds are from the 60's and the "crapiness" of the Pi's audio output kind of adds to the whole thing!
I'd like to have a better digital to analog stage/output for sure but that was mainly a research project to see if the Pi could do that job well, without too much latency. I'm happy to report that it's very capable!
To answer your question, I used the standard audio jack output. You don't see it much in the video but the Pi is on top of the small black PC that's there for recording the Pi's output... What you hear in the video is the true, unprocessed output of the Pi.
Thanks for the nice words!