Unfortunately Impulse, and your fears that your receiver does not support Dolby Headphone are true. Such a shame because looking at the specs its a really good HTR (I'm rather fond of Onkyo HTRs). Perhaps the cheapest way to get DH out of your ps3 is to track down a DSS1/2 (of all the options I believe this to be one of the cheaper ones.), then pair it with an easier to drive headphone (like the AD700) for a direct connection, or use your Onkyo as an amp for something a little harder to drive. As far as mics go you might want to look at noise cancelling if your significant other is going to be practicing piano in the same room. The Labtec can be found on ebay for about $15.00 or you could pay a little more and wait for the (V3.0/V4.0) modmic... a little more expensive, but tons more elegant. To connect the mic to the PS3 youre going to need a cheap USB Soundcard (the kind that looks like a flash drive) which has a mic input. These can be found on deal extreme for less than $3. Of course the the more elegant solution (mixamp) is also more expensive.
As for isolation... clearly the AD700s are not going to do you any favors in this regard... Would it be true to say that the leaking of the AD700 is more of a factor than the incoming ambient/surrounding noise? If so then I think it more or less depends on the space which you will be gaming. Unless you really like to crank the volume, or if your wife has super hearing, the AD700s shouldn't be too much of a bother... at least from 15-20' away. OTOH if you're bothered by the piano, and decide to turn up the volume of the game...well then I would clearly choose either a semi-closed or closed hp.
Where are you located? If you're in the US, then your best bet may be to buy off Amazon (make sure the seller is Amazon though, not a 3rd party)... if the AD700 leak too much then you can always return them for something a little more closed (say the CALs/DT990s) with out too much of a headache or penalty.
I 2nd impulses' advice and give the 1st page a good read through though. It might also help sort out what your second or third choice may be if the 700s are a no go.