Here is the list of headphones I've used for gaming (mostly Unreal Tournament) on my PC: Koss KSC-35, KSC-50, Grado SR-125, Sennheiser HD545, HD570. Of those, the best by far were the two Sennheiser models.
The HD570 is the most comfortable, I often have worn it for 4-5 hours of gaming without any discomfort at all. My 570's don't have the piercing highs that other's have compained about, probably just because of driver variance. I've listened to other 570's (at a local electronics shop) that were brighter, and the consensus is that they are bright, so I guess I got lucky or something. Mine have too much bass, on the other hand, which is ok for gaming but not good for music. The HD600's sound like they have no bass at all in comparison.
Also the single entry cord is quite handy. These are what I currently use for gaming on my PC and for watching TV/Movies.
The HD545 is quite comfortable also, and I can go 3-4 hours without any discomfort. These headphones are much more balanced and sound better for music. The bass is slightly weak, which may or may not bother you for games and movies. It's only weak in comparison to something like HD600, but much better than almost any other $100 and under headphone. I prefer these over the HD570s for everything, including games and movies. I now use these at work for music. HD525/535/565 are similar models to the HD545. HD525/535 have pleather pads instead of velour, so they might not be as comfortable. You could always order velour pads from sennheiser for the 535, the cost is probably $20-30 I would guess.
The Grados and Koss' aren't nearly as comfortable or convenient (short cords that also easily get tangled), nor is their imaging good enough for serious gaming. For music, here would be my ranking HD545 > Grado SR-125 > Koss KSC-35/50 > HD570, and for games/movies it would be HD545 > HD570 > Grado SR-125 > KSC-35/50.
Of the three on your list, at retail prices, I would be tempted to buy the HD495s even though I haven't heard them, because the price is so good right now. If I were to buy used or refurbished (ubid.com) however, then I would choose the HD535, which can be bought for $50 or so.