M-Audio has native 44.1khz sampling, so that's a great reason to get them over the Audigy's. I play strategy games and RPGs in general, and most of them (such as made by Bioware and Blizzard) barely have EAX2 support, so for me the gaming aspect is minor compared to music.
As for Sennheisers, the HD570+ range do have very neutral bass and midrange curves, anything beyond 3khz (to 20khz) where the highs start starts looking like a jagged mess, to the tune of +/- 15db. While Sennheiser headphones extend very well down in the bass range (well below even very large bookshelves), their highs are anything but neutral and and you can easily find bookshelves for the fraction of the price--$70/pair Infinity Primus 150s or $90/pair Athena Audition .2 bookshelves--will have more neutral highs.
Regardless of the FR graphs, the Sennheisers are very efficient and will give you clean volume to ear peircing SPL levels, and I suppose compared to the "high end" computer speakers out there (Klipsch, Creative) I can see why they would be desired for stereo playback.
Anyone that's interested, I can post the "scary looking" FR graphs for the HD595, 600, and 650s.