i agree with double, the hd558 (slightly worse sound and soundstage but more bass) or the hd598 (better sound, better soundstage, lower bass) are good cans to look at which do not need an amplifier. the modmic would also work great on them.
the ad700x and ad900x are another pair of gaming headphones to look into, but only if you like having almost no bass response and are one of the ultra-competitive fps players (no bass response and wide soundstage gives them an edge since they can hear footsteps).
bose is overpriced and generally only competes with headphones 1/3 to 1/2 their price. i'd stay away in most cases.
akg has some good cans but they tend to be sibilant (treble high) and with low bass response. good if you're into that sort of thing.
yes, some headphones do need an external amp to sound their best. for someone to claim that this is not true then they have not done a whole lot of headphone research. certain cans such as the dt990 pro 250 are notoriously hard to drive and while true that you can power them on basic soundcards, you're not going to get the best performance out of them. also of note is distortion which occurs when you push an amplifier too hard which is another reason you'd want a decent amp for some headphones.
(the reason i did not mention the dt990 despite it being an excellent choice is that it needs an amp to power it well. this is why i suggested the hd558/598 over it)