I have wireless everything.
Pros about this are...
Easy, good sound, usually. You want something at 2.4GHz becuase you want to walk around yet listen to music if your at a lan party. Walking around is nice, but the pricetag is pretty high. 80$ mine were, they just take batteries, and replacing them are not worth it. Just go for a pair of really nice Koss, or sony headphones, big one, with amazng sound. Its all worth it, plus wlaking around isnt that big of a deal for me. My two cents. If you want more on wieless headphones, i'll give you my specs/review.