How can I limit the headphone max volume on OS X?
I now got a working solution based on one of the links in Michiel's answer, but let's spell it out more clearly.

What I did was to 


Download volimiter, a faceless CLI application. 
Pair it upp with Lingon, a launchdaemon manager.
Set volimiter to launch on login with preferred setting:

volimiter .6


.6 means 60% of volume.

Works terrific!