USB are the way to go. Most of them aren't wired, but they don't have connectivity issues that people are experiencing with bluetooth headsets. Radio Shack has them but like everything else in their stores, it's a bit pricey, going for about $40 US.
You can find them for a lot less on the internet. Here's a couple of cheap USB headsets from Amazo:
[url]http://www.amazon.com/Sony-Playstation-2-USB-Headset/dp/B00009YEK5/ref=pd_bbs_sr_1/103-3108316-3370241?ie=UTF8&s=videogames&qid=1189034100&sr=8-1[http://www.amazon.com/Sony-Playstation-2-USB-Headset/dp/B00009YEK5/ref=pd_bbs_sr_1/103-3108316-3370241?ie=UTF8&s=videogames&qid=1189034100&sr=8-1[/url]
[url]http://www.amazon.com/USB-Headset-Playstation-3/dp/B00008KXG5/ref=pd_bbs_sr_2/103-3108316-3370241?ie=UTF8&s=videogames&qid=1189034100&sr=8-2[http://www.amazon.com/USB-Headset-Playstation-3/dp/B00008KXG5/ref=pd_bbs_sr_2/103-3108316-3370241?ie=UTF8&s=videogames&qid=1189034100&sr=8-2[/url]