And this is why you don't go with 'gaming' hardware for audio. It's overpriced crap with bad performance per buck, whether you go expensive or cheap.
If you want good audio for your gaming/PC, get a decent amplifier with headphone and speaker outputs, some decent bookshelf speakers and a decent set of headphones that isn't "gaming" branded. In my particular case, I ended up with the Soundblaster X7 amplifier, since it was just in my price range, and had both speaker and headphone outputs, but you'll have to do some research on it to find one that fits your particular needs.
I can personally vouch for something like the Micca mb42x speakers, which is pretty much the best price/performance ratio item that'll barely eek onto the 'audiophile' side of the spectrum and do magnificently well on a desktop.
As for headphones, well that's up to you but I personally have a taste for the Sennheiser HD650s, but you need to test out headphones yourself to figure out what kind of sound profile you prefer, as well as the use case. Closed back vs Open back, or even noise canceling etc will come into play.
