Permanently set audio output to headphones
There are a few things that could have happened to your headphone jack.


You may have a stuck headphone port switch, in which case you'll need to try to pop it out using one of these methods:


Insert and remove your headphone plug a few times to reset the switch
Blow compressed air into the headphone port to clean it out
Gently insert a stick, like a cotton swab stripped of cotton or a toothpick, into the port and gently move it around to dislodge the switch




Above: The official headphone port switch diagram for a Mac computer.

Your MacBook could also have trouble detecting the sound output device. Try option-clicking the Sound icon in the menu bar and slecting your headphones in the Output dropdown, or navigating to System Preferences > Sound > Output, and then selecting your headphones from the list.

If these tips don't work, it's a good idea to bring your MacBook into the Apple Store to have somebody look at it. 
If you have AppleCare, this kind of thing should be covered by warranty. If not, you may have to fork over a bit of money. It's up to you to decide if that's worth it or not.


  In conclusion, there isn't any built-in way to force the audio to always go to the headphone jack besides selecting them in System Preferences or from the menu bar.