First off welcome to Head-fi. Are you gaming on PC only or PC and consoles? If it's just PC, you should stick to your current plan of getting the X1 or one of the Soundmagic options, or possibly the Q701 and then adding an external card like the Soundblaster Omni or Recon3D USB. The Recon3D will also work with consoles if you wanted to go that route.
I agree with this for the most part. The X1 and the HP200 are probably your best bets. I haven't heard the HP200 yet, but the I think my HP100 is an amazing value and Change swears by the HP200. I'd probably pick the HP200 over the X1 simply because I like the HP100 better than I liked my X1 and it's cheaper.
Q701 (and K712) will want an amp so I would stay away from it if you don't plan on getting one.
I don't think a Recon or Omni will give you too much improvement over the U3, but I haven't heard the U3 so I dunno. I wouldn't worry too much about the new E3... I suspect it's more marketing than value; I get suspicious of anything that claims to have so many bells and whistles in a small portable inexpensive package.