I've had the kaves (technically 6.2 as each cup has center, front, rear and sub

) and the bass from them is amazing! wartapes on bfbc2 was just out of this world! the positional audio on these were excellent! I did have the speedlink medusa 5.1 (6.2 again) which weren't as good, direction was on but lacked the audio quality. did have a bass unit break on the kaves but they were replaced by the purple shirts with no hassle. this was using a xonar DX to drive them.
then I had some razer charcarias (spelling....can't even say it.... haha!). these were pretty decent too to be fair, a bit flat out of the box but some tweaks got them sounding good. but I found they felt heavy for me (crazy i know coming from the kaves) and also would make my ears burn

the cloth would just bake my ears to the point of discomfort. that was using a xonar DX sound card.
I've now got the PC-350s and the xonar xense card in a bundle and mmmmmm.... tasty!!!the virtual dolby sound stage is awesome on it.... directional audio is simply amazing on them!!! they are a bit lacking in bass however

especially coming from the bass happy kaves!!! out of the box they sound dull and flat but a few tweaks to the settings in the xonar/asus sound panel and they quickly come to life, much more vibrant feel to the sound and improved bass (but still lacking on the bass slightly).
the pc-360s i've have a short go of at lan and the bass response on these is a lot better.... but they are semi open backed so everyone else can hear it and it lets in ambient noise a bit more.
but yea. so long as the headset is decent then there's not all that much in it to be fair.... more just personal preference of how you like to hear sounds/music, like personally I like quite a bit of punching bass (wub wub wub n all that) and the kaves excelled at it as it had a dedicated massive driver per cup purely for bass. the bass is still rocking on the pc-350s but well as you know jack of all trades, you have one speaker doing everything there's going to be a tiny bit of compromise.
back to the OP point though, for horror games, I'd probably still go with the headset now as you can crank it up so you don;t miss any of the sneaky/scary little sounds

but if friends are round then out the tv system so we can all poop in our pants
edit: and I see joe has swooped in and trying to discredit my post before I've even posted it xD come on now joe, if you've ever used the caves with wartapes on bfbc2 then you know that is the for real bassizzle! but I do agree that the dolby soundstage on a decent stereo headset with a game that can use it is simply amazing.