There are plenty of premium models as well that may offer more sturdy designs or extra connection options and features like surround sound. Wireless gaming headsets have been proliferating in recent years, so you can actually find some fairly affordable options that get the job done. In other words, your game audio will come through just as the makers intended and it'll be perfectly in sync with the action.
The best wireless gaming headsets rely primarily on high-bandwidth, 2.4GHz connections that can deliver full-quality audio with next to no latency. You don't need to worry about audio quality or performance here either.