To connect a set of Bluetooth Headphones or Bluetooth Speakers to Raspbian Jessie, use the configure file, and run it.

If running Raspbian Jessie

git clone https://github.com/bareinhard/a2dp_bluetooth
cd a2dp_bluetooth/a2dp_source
./configure

If running Ubuntu 14(May work on 16, haven't tested)

git clone https://github.com/bareinhard/a2dp_bluetooth
git checkout ubuntu_14
cd a2dp_bluetooth/a2dp_source
./configure

Pairing, Trusting, and Connecting

sudo bluetoothctl
[bluetooth]# power on
[bluetooth]# agent on
[bluetooth]# default-agent
[bluetooth]# scan on
[bluetooth]# pair XX:XX:XX:XX:XX
[bluetooth]# trust XX:XX:XX:XX:XX
[bluetooth]# connect XX:XX:XX:XX:XX
[bluetooth]# exit

Pairing on Ubunut Simply go to System Settings, Bluetooth add device manually in GUI, after that each time your device turns on it will automatically connect and stream audio to the device

After the install, you will need to reboot and manually pair, trust, and connect your device only once. Going forward you will only need to turn on the bluetooth device and it will automatically connect