I was on the same search too, and I did go the way described here. Separate phones and mic. Why? Well, the first step was quite easy. All the "headsets", that seem to be based on a rather good headphone, are more than expensive. I just don't see the point why I should pay something like 300$ for a headset that is for the most part a 150$ headphone. The mic just can't be that good

I spent the money by getting the Zalman mic, a headphone amp and a hopefully good set of phones (it hasn't arrived yet). The other point why I thought this would make more sense is that you can upgrade each individual part when you think it's needed.
My setup now looks like this:
- Auzentech Prelude X-Fi soundcard with an OPA627 opamp
- Meier Audio Corda Headsix headphone amp
- Zalman microphone
- Ultrasone HFI 780 headphones
So far, at least the soundcard and the headphone amp are really impressive to me. I had a normal X-Fi before and this card just sounds so much better. Right now I'm using it with a set of Sennheiser HD-590 phones, I'll see if they'll be replaced by the Ultrasone or just be used for a different application then.