You don't really need surround as long as they are of good build. I have a Tritton pair for my 360 and they are great. Cost is around £80.00. Just to update my post.
My Ax360 are surround 5.1 with the decoder box, which is very small and neat. I used them last night for a bit of Fable II and Halo3. The instructions tell you to put the voice through your tv and headset (on your options blade), if you want to use live of course. I did that and had a chat with my mate no problems at all.
I'm not too sure yet if I'm going to keep or send back. I only recieved them yesterday, I had them on for around 90 mins and although the sound was brilliant as was the rumble (Halo3) they did make my ears and head very warm!
I might have to look into a surround sound set up.
"Duffman is thrusting in the direction of the problem! Oh, yeah!"