Output sound through multiple ports.

I use a Mac Mini at home and output the audio through both the headphone jack of the mini and to my Airport Express, which I like a lot. However, no other application with sound output (Podcasts, Spotify, web browsers, the Pro audio/video apps (although with these, it doesn't matter--I only want to output through one path) seems to offer a way to out the sound through more than one path, either through the app itself or through the system settings. I think there must be a pretty simple way to do this, but I cannot figure it out. Could anyone point me to a fix? Thanks so much.