Of my cheaper headphones, I would say the Monoprice M1060 is my favorite. Sadly, the Vegan Audeze pads are hard to find. Some love them stock, some change the pads out. It's a fun headphone with very good directional cues. Sound stage seems about right, not overly large, but good. Modding them is fun and pretty easy. I prefer Planar headphones for gaming these days. I'm $360 into them ($299 for the headphone, $60 for the pads). Definitely check out the M1060 thread.
I do really like the DT990, and at $140 it is a steal IMO. They're just ok for music without EQ, but good sound stage and bass. They do require an amp to get the most out of them.
The Creative Sound Blaster X7 is a really good DAC/amp/virtual surround sound system. Can go on sale for $299 regularly, Massdrop has it every few months. It has enough power to drive most headphones. Good thread here on it and all it can do. I prefer SBX over Dolby Headphone.
The Massdrop Hifiman 4XX drop looks enticing, at $169, it's the cheapest way to get into planar sound. A few reviews exist, including Tyll at Innerfidelity.
The first post of this thread covers tons of headphones, and MLE truly did a wonderful job writing good reviews. I have similar taste to him, so his recommendations follow mine the majority of the time.
The best headphone surround is coming from Smyth Research and their A16. $1700 pre-order price, $2200 after the end of next month. This is by far the best surround sound for headphones. It supports Dolby Atmos through HDMI, and as gaming starts adding this, the A16 will be the only device capable of using it. It's an insane piece of gear for sure, but obviously price will rule it out for many.
Sound whoring headphones like the AKG K702 (and it's siblings like the Massdrop K7XX at $200), have large sound stages, but lack in the fun department. Great for competitive gaming, as the bass levels are a little lower, so you can hear everything.
I also really like my Massdrop TH-X00 Ebony ($500). The Mahogany version is $399 and very similar. Great bass and actually a pretty good gaming headphone. Sound stage is smaller, very immersive sound, and I have no issues hearing footsteps. Not the sound whoring ability of the AKG, but a great option for movies and single player games.
Most of these headphones require a decent amp (Schiit Magni 2 would be fine), or the all in one Creative Sound Blaster X7, which is my top choice for surround gaming and movies. It can be upgraded several ways, which makes it a nice core component to build around.
I'm pumped about rumors of COD MW2 becoming backwards compatible. Still to this day, I find it to be the best test for headphone gaming sound. Really hoping this rumor becomes fact, and the player base is large enough to play online again.