I have never tried sennheiser, I own the Turtle beach headphones at the moment and they are very uncomfortable if you are going to be using them for more than an hour at a time. The trouble I have is they are not wide enough for my head and leave a tiny rash on my ear lobes.
Although I have a large head its nothing freakish. The best set of headphones I have ever had are the zalman theater pro 5.1, They are heavy but are very comfortable and produce amazingly clear sound. You can still find them on Froogle for around $60.00 with the zoom mic!!
I also had a plantronics headset, It broke. But that maybe because I am too rough on my gear.
I've had my pair of senn hd580's for almost 10 years. the sound is unbelievable, and I've tried a ton of headphones. the problem with senn is their quality in materials. I've had the head band break on me twice, send it in for repairs that cost me about $50 in labor/parts. I don't mind since these cost aobut $340 at time of purchase and have lasted so long. Recently they started cutting out so I'm looking for new ones.
I found this page which gives a great run-down on many headphones on the market today:
It has photos and prices as well. The Grado SR60's are mentioned in there and I'm thinking about picking up these headphones. I'm not interested in droping a ton of money on headphones just yet, have many other things to buy right now. I've heard others complain about breaking parts from senn, so be warned.
I know the sound won't compare to my senns, but hopefully I can deal with it.
I actually don't think that you should go too overboard. Your post title said gaming headset so if all you want is to have decent sound so that you can hear footsteps in FPS or just general all round sound you can do very well for under $100.
I have the Zalmans and have tried the SteelSound 5H (I didn't like these, the retractable mic sent horrible feedback). I think my next ones might be sennheiser or ltd.