I've seen quite a lot positive comments on HARX700 for gaming in that pricerange for a closed headphone. It's probably a very good pick.
I'm using XB500 for music listening and gaming (I only very rarely watch movies but I'd figure they'd be quite entertaining for that purpose for action/war etc movies). I've rarely seen any comments on XB500 regarding gaming so here's my opinion. They have clear positional cues, somehow they even beat big brother XB700 in this regard and with my setup I can in most games tell exactly from which directions the sounds are coming from, even behind/front and above/beneath (this will heavily depend on your source/DAC though, I did some brief testing with an ASUS D2 though and with dolby headphone especially it worked very well). I'm using a pretty much optimally EQ'd XB500 though for hearing all details as great as possible, the bass is still a bit overhelming in some circumstances but I'm a basshead and willing to sacrifice that, for competitive gaming a more basslight headphone would be good but then again these are so much fun with explosions and such going on, it feels much more realistic in that regard so immersion there's nothing wrong about at least but it depends if you're the kind of guy simply looking to get as great success in online gaming as possible or just playing "for fun". Positional sound is great like I said but the huge bass quantity can overhelm with explosions, rocket launchers and such things. An important note to notice with ASUS cards though is that the EQ isn't of very good quality, so you're probably better of with a bit better balanced headphone such as the HARX700.
