I recently upgraded to a Superlux HD681 from a generic gamer headset and I'm pretty impressed so far. However, I am still using onboard sound (ALC892 on an AsRock B75-Pro3-M). Would a DG(X) be a noticeable upgrade? I'd say I'm 70% gaming and 30% music. As far as music goes it's mostly (Power) Metal and various soundtracks from video games, series and movies, but the occasional Techno and Rap track is played too.
I could get the DGX for around 20€ and the DG for 15€. Since they're basically the same, I'd pick the DG, if only it wouldn't block a large part of my graphic's card's heatsink