Generally speaking, the smaller the piano, the more likely it is going to be that they will have a headphone jack. This will allow you to get in some private practice wherever you are, which is why you usually only see these jacks on smaller, more portable models. If you are looking for a digital piano to plug your headphones into, you should check out the following models:
Yamaha P71
LAGRIMA Digital Piano
Casio Privia PX-160