Step 1: Read these two links and familiarize yourself with the site. Figure out your price range and learn.
http://www.head-fi.org/a/buying-guid...by-price-range
http://www.head-fi.org/a/a-hopefully...ies-by-boomana
In a nutshell:
If you don't want to spend too much, although they are higher priced than normal right now:
http://www.amazon.com/Sennheiser-HD5.../dp/B0001FTVDQ
If you want to spend more, HD598, HD600, or HD650's (depending on your wallet) will suit you but the 6xx series will
require ampage, of which the Fiio e9+e7 combo is a good start. Although the HD650's will be begging for a $600-1200 tube amp within your second week of owning them.
Beyer dynamic's DT880 600ohm model and DT990 are amazing pairs of cans for the price and should not be overlooked. AKG 7xx's are also hugely popular and a great buy.
Basically once you spend over 200-250, if you aren't amp'd you're probably doing it wrong (at least in most cases). An amp will make a huge difference in the $100-200 headphone range as well. Always check Head-fi.org link above to see if you should be amp'd on the phones you want.
If you want a headset, listen to me on this one: The best "headsets" are headphones paired with a cheap microphone. Companies like razer, logitech, and a billion others, will take a cheap pair of headphones, a cheap microphone, combine them and sell them for a huge premium. Typically, but not always, when you buy something that is marketed as a "headset" you are getting lesser quality headphones, and lesser quality sound, with a cheap mic stapled to it. High quality computer mics wont run you more than 10-15$, but some companies will have you paying a ton for it to be marked "headset," and you'll be losing out on your sound quality. Buy yourself a pair of good headphones, like the HD555's, or even something cheaper - just make sure they are headphones. Then buy yourself
a cheap zalman mic that usually runs for $8-16 on amazon, in fact I bought a second one for $9.05 last week. You will not be unhappy with this purchase. You will get better sound in games, for music and movies, as well as sound pretty much as best you can over vent/skype/teamspeak. Do not sacrifice sound quality for a microphone, they are all pretty much the same.