Got the razer megalo..something. Before that I had a speedlink medusa..something. Can't say surround really works on a headset - the best it gets to is changing volume of w/e is behind or in front but it doesn't feel like the rear speakers are actually behind you. If that makes any sense.

a good s̶u̶r̶r̶o̶u̶n̶d̶ headset with 2 speakers can give equal positional audio as well as much better sound quality.

Not every headphones is capable of producing surround sound. You have a distinct difference between stereo and surround headphones. Normal stereo headphones have only 2 speakers/cones. But true surround headphones supposed to have 5.1 or 7.1 speakers. The trick is to generate sound from different angles to create the true surround sound:

I got a Sennheiser PC350 which is awesome and has surround (afaik). Was perfect at LAN, at home and anywhere else for that matter. Don't know which Sennheiser you got right now - but as Racio said, any sort of proper headphones _should_ have surround. (don't forget to change the audio tab in-game to "headphones" instead of stereo, else it won't work i think)