you would likely need a DAC/AMP to use headphones which are harder to drive, sorry I don't know your full setup and how it's all setup so I'm just guessing here.
if all your looking for is decent sound and want an easy to drive pair of quality decent headphones, then AT50's or HD25-1 ii's would be a much easier option imo and they would plug straight into the controller but i imagine plugging them into a DAC or AMP would produce even better SQ.
it all depends on what you would be happy with and what your willing to pay for.
no point spending £200+ if your not a pure audiophile and £100 would to the job exceptionally well compared to what your used to. comparatively even a really good pair of £30-40 headphones may be a massive improvement to what you are used to and then even spending £100-£150 may be a waste.
if you are an audiophile though and have used DAC's in the past as well as FLAC instead of MP3, etc then yeah a £200+ setup would be justified.
Thanks. I am certainly not an audiophile but I did enjoy listening to FLAC on my old ATH M50's through a Fio headphone amp. Looking at it, it seems a very good option will be a second hand Astro amp (for the virtual Dolby and amping) and a decent pair of headphones, I do not want to take a step back in quality from the M50's so will be looking at the 100-200 range for some open back ones as I understand these are better for surround gaming etc. Comfort is a key factor here and the Beyer's seem to be winning in this regard although this is purely subjective from reviewers which is all I can go on.
For anyone else in a similar quandary please look here before spending your money: http://www.head-fi.org/t/534479/mad-lust-envys-headphone-gaming-guide-update-2-20-2014-boompro-list-chicoloms-faq-added