Ignore the claims about "7.1"/"surround" headsets and just learn to use the proper presets in your game for better positional audio. For ~$175, you can find a decent number of good headsets like the HD558, MDR-7506, and ATH-50X.
Games like Battlefield 4 and Battlefront (and practically anything on frostbyte) have binaural approximation built in for better than "7.1" audio position (in fact, using a "7.1" headset DECREASES the quality of positioning), and many others have similar features as well.