All depends on how much you're willing to spend. Astro's are going to the best, but also tend to be the most expensive. When it comes to entry-level headsets, you can go with either Turtle Beach or Tritton. You can go either wired or wireless, which essentially act the same way, but the wireless ones, if they are not the rechargeable kind, will eat batteries like crazy.
Turtle Beach X12's (wired) are the ones I use. Decent quality and build for a cheap price. The Tritton equivalent, the AX180, is a great headset which, imo, fits more ergonomically and comfortably than any TB headset. Downside is they have a much lower volume ceiling.
Honestly, the best bang for your buck, I think, would be the Tritton Primer
, especially if you're using it exclusively on a 360. It's cobranded by microsoft, so you know you're getting quality, and it's also wireless (2 AA's).