This is gonna sound kind of out in left field, but the Gigaware headsets from RadioShack actually have better sound quality than the Plantronics headset that cost double the amount.
Ended up getting a Gigaware headset with a mic for job training and have tested it with Steam games, BioShock 2, and several other games. I'm serious. If you have access to this brand in Singapore get yourself a pair for ~$30-$40. I was actually quite pissed when I realized how much better the sound quality is for so cheap.
Just be aware, they're kind of delicate as compared to other headsets. As long as you don't abuse it it will perform fantastically.
If you're looking for something online, I suppose you could try Plantronics. The headsets without mics might sound better than the one I paid too much for, not sure.
Hope this helps, lowyhong,
-Cym

Thanks a lot all!

What about Roccat Kave?
http://www.roccat.org/Products/Gaming-Sound/ROCCAT-Kave/#crb_1
We own two pairs with my brother and are quite satisfied with them. Of course, I am not an audiophile to tell you if these are on par with the stuff Sennheiser makes but for me they work very well. Comfortable and aesthetically pleasing.
I am not sure about the price at your place but they cost around 300 PLN down here in Poland so that should be around 100$.

The better the headphones, the less adequate they get, and many don't put out enough power to properly drive larger or more power hungry phones, like Sennheisers. Integrated cards are ubiquitous because they're cheapo, not ideal for anything other than powered desktop speakers or IEMs. Adequate, but I'm not talking about adequacy. Good phones will sound better with a proper source than they will with an integrated chip, period.
But yeah, unless you want to get into audiophilia, you won't have to start worrying about that until you hit the $100 headphone mark. But once you do, spending $100 on phones powered by a $0.50 no name chip in your motherboard becomes a little silly.
AD700s like a good clean source, and I noticed a major improvement after upgrading to a nuForce uDAC external DAC. Something like that will not have the gaming-centric stuff Creatives have like EAX or whatnot, but they will sound better and have higher quality components than a comparative Creative "gamer" card. Significantly better DAC chip, significantly better amping circuitry.

Koss PortaPro is the only answer.