The cable is just a USB-to-miniUSB cable
The headphones are pretty rubbish, to be honest
Soft case - I've never bothered with mine, the hard case is better
CD - download all you need from nokia.com/maemo.org

Your biggest loss in my opinion is the spare stylus and stand - is the latter still in the display case? Or it could have been thrown away by someone thinking it was part of the packaging... Nokia spares may be your best bet.