I'm in the market for a new headset. The biggest thing is that they've gotta be comfy D; the gaming headset I've been using for normal skype calls and whatnot gives me headaches now.
They do have a built-in mic, but to use it on a computer you need to get one of those things that splits the cord into two separate cables - one for headphones, one for mic - or else you won't be able to talk.
(they're designed for use with iPhones and so on for listening to music and making calls, and apparently the iPhone can process the mic and headphones from the same cord but computers can't.)