hi there,
I'm Bex an dI work in a LAN centre. Typically, yes, most gamers will play with a headset and mic to allow in game communication as well as in game sounds.
In store we use Medusa 5.1's but are currently changing due to the rate that these things fall apart! Great sound, poor quality! At home, I personally use a pair of Steel series siberias, and my partner in crime (and most of my clan) use Razer Barracudas in conjunction with the barracuda soundcard - AKA ALOT OF MONEY!!! But totally worth it.
If it's something to plug in every now and again, I'd recommend some USB headphones. My first pair was a Sweex 5.1 headset. Loved them til the day they died! Siberia's come in a USB model as well and very comfy as well as being durable and give great sound quality!
In the end, it's down to how much you want to spend, what you like and what's comfortable
~Bex