I approve of table mic and normal headphones for casual gaming as the sound will absolutely be better... but for a hardcore gamer (used to be one) a headset can't be beat.
You really need to be able to sit comfortably in your chair and have your head wherever it needs to be without having to worry about where the mic is placed to talk and communicate. Though if you don't care too much about transmit quality, there's always a clip on mic that will work just fine with any headphones that have a durable cable. I used one for a while though the quality sounds like a crappy webcam microphone.
Now I have a ridiculously costly setup that sounds phenominal on transmit and receive but costs 4 digits.
Sadly I was using something like this before upgrading:
http://www.labtec.com/index.cfm/gear/details/EUR/EN,crid=8,contentid=685,crid2=9
As for your question, any sennheiser will do you just fine, but the 161 and 166 most likely will sound the best due to higher area of frequency response.
The 350 are more like real high quality (audiophile) headphones with an attatched microphone and full circumaural coverage (around the ears instead of over them), but you still fall short of real headphones in my opinion. If youre willing to shell out the money for 350's you're better off with the desk mic and 595's for that kind of sound quality. If you just want a good headset, you should be happy with 161 or 166's.
Make sure you check ebay prices too. Many reputable retailers will use ebay to reach more users and work just like businesses. They offer new products and warranty for 30-50% cheaper than newegg when it comes to headphones.
For example, $185 for 595's brand new from ebay with 2 year warranty:
http://cgi.ebay.com/Sennheiser-HD-5...er_MP3_Player_Accessories?hash=item3357afd932
Or $250 for the same thing from newegg:
http://www.newegg.com/Product/Product.aspx?Item=N82E16826106390&cm_re=595-_-26-106-390-_-Product
The 166 is good if you don't have a sound card or crappy on board motherboard sound, but if you have a good sound card you only need the 161 (when comparing those two against each other)