Do you mean the G390. AFAIK the G35 is only wired via USB. Looking into a Turtle Beach pair so that I can use for both PS3 and PC. Still undecided. Trying to get the best value for money. Mainly for PC gaming though.

 

Denon AH-D2000 headphones.
Yamaha MSP5 speakers + SW10 Subwoofer.
Shitty Shure PG48 microphone that I used to use as a talkback microphone at work.

You obviously don't need to go that far but you get the picture.

Stand alone headphones + mic > headset.

Audioengine A5's are nice computer speakers, even the A2's aren't bad for the money. I like my Sennheiser HD280's for the price, the step up to the AH-D2000's was well worth it though. Dead accurate, enjoy sound as it's meant to be.

 

This.

I'll add that if you don't need super isolation, something with an open-back design will give you a better soundstage, which makes it easier to tell where sounds are coming from.

Audio-Technica AD-700s are one of the best choices in this respect if you're of the footstep-listening type. However, they have virtually no bass, which takes away the rumble from explosions and such. It's also not particularly good for any music other than classical.

The Sennheiser HD555/558 supposedly sound pretty close to the headphone part of the PC350/360 headsets, but can be had for significantly less.

For inexpensive options, I've heard good things about the Panasonic HTF-600, Superlux 668b, and Samson SR-850. All of these will have the bass rumble to produce explosions more accurately and will probably sound a bit better for music than the AD-700.