The best bet is to use a wired headphones (does not say in your post if it has to be wireless) 5.1 headsets are a gimmic. They use (usually) 8 small speakers to try to simulate the surround sound. Real headphones are MUCH better.
I use http://www.newegg.com/Product/Product.aspx?Item=N82E16826262103 with a usb mic:
Those headphones have a 10ft cord, so they easily reach to my amp (receiver), but would also work hooked into the headphone out jack on my TV (using HDMI from the PS3)
Bullets option looks good as well. Stereo phones beat 5.1 gimmics everyday.









