Sennheiser is a good brand. I read a Sennheiser G4ME Zero gaming headphone review recently which gave quite good remarks about it. They mentioned that the sound was a bit too hi-fi for games, meaning there was no boosted bass and exaggerated spatial sound that may be desireable while gaming. The cost was only high, around 300 bucks.
The verdict was that the Sennheiser was a good overall headphone for both music and games. It was compared to Creative Soundblaster headphones which were around 70 bucks cheaper, those were better suited for games but not so good for listening music.