Wireless Headphones will not give you the same impact as good set of surround speakers. 5.1 Speakers will give you far more impact and quality then any other set of speakers. 4.1 speakers are pointless and practically non existant on the market today esp with consoles and many PC games supporting Dolby Digital Live and 5.1 sound formats.
Creative Labs or Logtech Speakers are a good bet. Slightly more costly than the average no name brand that comes bundled with a PC but the quality is worth the money. My Creative Inspire 6700s are nearly 4 years old and they are still giving great sound.
If you only want to spend around £50 then these speakers will be a good bet:
Creative Inspire T6100 5.1 Speakershttp://www.overclockers.co.uk/showproduct.php?prodid=SP-088-CL&groupid=702&catid=22&subcat=165
Logtech X-540 5.1 Speakershttp://www.overclockers.co.uk/showproduct.php?prodid=SP-052-LG&groupid=702&catid=22&subcat=165
However, if money is no object then consider these:
Creative Gigaworks G500 THX 5.1 Speakers http://www.overclockers.co.uk/showproduct.php?prodid=SP-067-CL&groupid=702&catid=22&subcat=165
There is another version of these speakers where the rear speakers are wireless. However I would steer clear of wireless speakers tbh - they are expensive and quality will suffer ever so slightly. Only consider them if the circumstances really warrant them (i.e. your missus doesnt want wires trailing across the living room! :-P)
Otherwise, Logitech's answer is as follows:
Logitech Z-5500 THX Certified 5.1 Speaker Systemhttp://www.overclockers.co.uk/showproduct.php?prodid=SP-021-LG&groupid=702&catid=22&subcat=165
The more you spend the better the sound quality. I have provided some choice here so now its a matter of how much can you spend.
Also make sure your sound card is up to scratch. If you play lots of games, especially those with EAX make sure you have at least an Audigy 2 ZS or above. You can have the best speakers in the world but if you are using onboard AC97 audio be it HD or not, then you will seriously create a bottleneck for your speakers.