You don't want to buy the Senn's if your not going to buy a headphone amp. The impedience is just too high.
As for why I think grados suck for gaming . . . I've had this debate over and over on Headwize, and people seem to agree. My current main audio headphone are Grado SR-125's. Prior to these I owned a set of Sony MDR-V300's (which are HORRIBLE headphones). With the sony headphones and EAX, I can position well enough on de_dust (counterstrike) to sit at the CT end of a tunnel with a gernade, and bounce it off the wall past the 2 crates to hit a terrorist coming through the tunnel. That's how good they position. The sony V6 are the same in this reguard.
With my Grado's, I know that he's "somewhere that way," and when he jumps across the opening and sees me with my gernade, I now know he's "somewhere that other way". I get an accurate sense of direction, but absolutly NO accurate sense of distance with my grado's. I originally thought this was because the Grado's and Sony's position differently, and I just had to get used to them, but after one month with my Grado's, my clan started to really bitch at me.
Now, for anything audio, I go with the grados. For anything gaming, it's the sony's.
-Chu