No single method works well for identification of phosphopeptides from crude digests. There are two reasons:
1) Phosphopeptides tend to be of lower abundance than unmodified peptides and so tend not to be above the cutoff threshold for any single MS scan window.
2) Phosphopeptides tend not to ionize as well as unmodified peptides, again not being identified easily as a result.
The conclusion from this is that anything you do to separate phosphopeptides from unmodified peptides upstream from the MS is going to increase success at their identification greatly. That means 2 dimensions of chromatography, whether you use RPC or HILIC as the final dimension. Since Steve Gygi's work in 2004, the most common sequence has been SCX-RPC. Adding an affinity isolation step for the phosphopeptides in the SCX fractions, whether titania or IMAC, increases id's about 3x more than what you find without it. Recently SCX has been challenged as the upstream step. A sequence of high pH-low pH doesn't have any particular affinity for phosphopeptides but spreads out all peptides well enough that it increases the total number of id's for both phosphopeptides and unmodified peptides. High pH anion-exchange has also been investigated. Perhaps the most promising combination is an anion-exchange material being used in the HILIC mode, a combination called ERLIC (Electrostatic Repulsion Hydrophilic Interaction Chromatography). Using the right conditions, this combination does have affinity for both phosphopeptides and sialylated glycopeptides, pulling them away from the bulk of the unmodified peptides. Volatile mobile phases can be used. The results with phosphopeptides are decidedly better than with plain HILIC. A paper compares SCX-RPC, HILIC-RPC, and two varieties of ERLIC-RPC: X. Chen et al., J. Chromatogr. B, 879 (2011) 25. The HILIC-RPC combination was the worst for phosphopeptide identification.
ERLIC works quite well for multiphosphorylated peptides, although eluting any with > 3 phosphates or many of the ones with 3 phosphates may require nonvolatile salts such as phosphate. See my poster from HPLC 2008 on the subject, per the following link:
http://www.polylc.com/downloads/HPLC_20 ... slides.pdf
Siu Kwan Sze and colleagues have published a number of papers since 2008 on the use of ERLIC with phosphopeptides. One that's currently in peer review involves the use of ERLIC capillaries as the final mode before MS, per your speculation [it does work]. Also, Amanual Kehasse had a poster at ASMS 2011 (MP 484) [available from me upon request] demonstrating about 60% more phosphopeptide id's using an ERLIC-IMAC-RPC sequence than with an SCX-IMAC-RPC sequence.