You should give us a price range. Cheap for Bill Gates is not the same as cheap for me, if you know what I mean.
Anyways, check out the Corsair Vengeance series. Both the 1500 and the 2000 seem to be good headsets. Then you of course have Sennheiser with stuff like their 3X0-series (320,340,350 and 360). A little bit more pricy, but the sound quality is top notch. I've also heard people say good things about the Siberia V2 or some of the TurtleBeach's (then again, a lot of audiophiles have said a lot of negative things about the last two)