I would suggest a pair of open air / semi open headphones for gaming as that widens the sound stage making the game that more realistic. However, if you are in a noisy area (friends, lan party...) then closed phones remove you from the rest of the world.
Here are my choices at the <$150 price point
Open / Semi Open
Audio-Technica ATH-AD7
Great cans with awesome detail. Audio-technica is known for bass in their phones, so these are much more bass heavy than most Semi transparent phones
Sennheiser HD580's
Another great set of cans. Might be slightly more than your price point. These are more neutral than the Audio-technica's, so better for Jazz and voice types of music. For in game I would take the Audio-technica's
Sennheiser HD555
New Cans and they are good. not on the order of the ATH series from audiotechnica IMO. Very nuetral and a bit laid back for my tastes
Closed
Audio-Technica ATH-A700
I have heard these after extensive time with the ATH-W100's. I would not say they are any better than the ATH-A500's, so I would not suggest them over the 500's, but they are within your price point. I would suggest getting the 500's and using the extra money on a headphone amp like a cmoy.
Audio-Technica ATH-A55
Slightly older model of the ATH-A500's, but I liked these better than the 500's and they still can be found on the net at Audiocubes.com
Beyerdynamic DT770
Again slightly more than your price range, but sometimes stores like guitar center have these on sale. Great studio class can that is very accurate and has great sound. These are like a closed version of the beyerdynamic flagship DT990 Pro. Nonetheless, incredible phone.
All of these will best the Sony's, pioneers, and Koss cans in their price range. I would suggest however that you try out each that you can and let your ears be the judge