Logitech G35. By far the best value for money headset i have ever owned (and i would go as far as to say it is the best on the market). If i can help it i will never own another headset again. Honestly after being a pro gamer, and having sold the stuff, if you spend over $200 on a headset you are an idiot.
Mine is now 4 years old and looking a little worse for wear. So i'll get a new G35 soon.
I seriously can't recommend this headset enough.
Edit: to properly answer Op questions
Which headphones are you using for gaming etc? Logitech g35
Does it have a mic in built? Yes, fantastic quality, and it lifts up and auto cuts out. How much did it cost? $109 i think.... around that How did they compare to others you have used? Shits on headsets worth more than double the price.