You don't need a sound unless your looking at ruining studio quality headphones. most mother boards have built in sound cards that will run almost any pair of headphones in the 32ohm range which is what you will be looking at unless you can afford to drop several hundred dollars on a pair of headphones.
i would recommend a pair with virtual surround sound to help you hear the detection your enemy is in.
use full link for looking for surround sound headsets-http://www.ebay.com/gds/Your-Guide-to-Buying-Surround-Sound-Headsets-/10000000177589852/g.html