I've been using turtle beach x12, it was only like $30 and it works great. Just make sure to plug the usb part into something that isn't your computer otherwise it will create a lot of feedback. (I had to get a usb extension cord ($5) and plug it into the wall)
I'm currently using a CM Storm Sirus. It's a pretty awesome headset, with loads of features options for sound custimization. It's relatively expensive tho, here in the EU it costs around 90 Euro's (although I got it for free since I'm on the CoolerMaster test panel ). It also has 5.1 surround sound, which is so amazing. It doesn't give too much benefit in WoW, but in a FPS it gives you a huge advantage.
Also using the G35 here, very comfortable to wear over extended periods, 7.1 surround sound so perfect for FPS games as well as WoW. Little on the pricey side but well worth it.