Have you seen the lengths of the flamewars on the average A/V forum? ;-} You'll probably find more opinions than you'll find people.
That said, if I had to pick just one name out of a hat… A lot of gamers go for the Sennheiser HD555. This is a nice middle-of-the-road set that's not too expensive, and gives a very nice soundstage straight out of the box.
(I personally have the model below it, the HD515. Been using it for years, and am still constantly amazed at what a terrific piece of kit it is.)
As for a surround-capable pre-amp, there are a couple of options on the market, but the only one that is roundly recommended by just about everyone (or at least was, when I last researched this) is the JVC/Victor SU-DH1. Note that it's branded "JVC" in the US and "Victor" in Japan. I don't believe it's officially available in any other territories (though it's trivial to import from Hong Kong). The "JVC" version lacks a power socket and can only run off batteries, hence the Victor unit is generally preferred.
Of course, if you want to spend vast amounts of money (which, by the sound of things, you don't
, you can opt for Astro Gaming's A40 setup, which includes a specialised set of headphones and a Dolby Headphone pre-amp, and has nifty features like the ability to mix voice comms and game sound in analogue fashion.