Astro A40's are a great pair of headset, but they are definitely on the higher end of the price spectrum
I personally own a Logitech G35 and a G230, and I must say that both of them are terrific headsets for CS:GO.
There is also the Razer Kraken and even the Logitech G430, SteelSeries Siberia v2, Corsair Vengeance H1500, and the highly praised Kingston Hyper X Cloud 2.