Unfortunately there really isn't an all in one solution that offers what you want. There are sub $100 ones but they lack in sound quality, and there are more expensive ones but they'd be out of your budget. I do believe there are small mics that can clip on to headphones which would be a better idea.
Get these and do the blu-tak mod, then buy a clip on mic.
Just FYI, AudioCubes.com is a Japanese based company so it'll probably take a couple of weeks to get here (but the shipping is reasonably only about $10 or so to the U.S. which will beat the price for the A900s at any shop here).
The A900s and the Beyerdynamic DT-770s are the two most recommened gaming headphones when the budget is over $100. The DT-770s would be difficult to get in your price range (looks like they're about $250 most places, IIRC you don't want the PRO version as they are inferior). The blu-tak mod is simple, inexpensive, and effective at improving the sound (specifically the midrange has more presence and the bass is improved and also you can adjust the bass depending on how much cotton you use).
I don't have personal experience with the DT-770s yet, but I do own the A900s and they are very nice all around. They also are fairly low impedence so you won't need to bother with an amp from your X-Fi (some higher end headphones really need amps to sound like they should).
The Sennheiser HD-595s are also popular but I personally didn't like them compared to the A900s. And there is the HD-580s that Amazon is selling for $125, but they don't have the soundstage that the A900s have, and they really need an amp.
The A900s and the DT-770s are closed, and the HD-595 and HD-580 are open so that might be something else to consider (closed just means better noise isolation and minimal sound leakage).
Pretty much all of them are nice and comfy so that shouldn't be too much of a concern (although I believe people complain about clamping force on all 3 except the A900s).
I'm sorry to say I don't have much info on the clip-on mics, but I do know they are out there and they aren't very expensive (and work quite well), as this is a fairly common request.
If you'd like to keep costs down, there is also the A500s for $90 and the A700s for $125. Also there is the Sennheiser HD-280 and HD-555. All but the 555s are closed and I'd say the A500s might be the best value there for your needs.