Not a bad setup. Go for 3.5mm headphones over USB.
I prefer open headphones, you get a larger sound stage/better 3d positioning. But closed cans like the 350 should provide deeper bass.
I am happy with my Xonar DX + AD-700. I got the sound card around 3yrs ago and the headphones within the past year. If I had to get a new sound card now it would be the Creative Titanium HD. I would still get the same cans or maybe consider the AD-900. They are light weight and airy. I like them.
GL
+1
I have a Titanium HD, HD598 and a USB desktop mic
Getting a USB desktop mic opens up your choices for headphones and since there are a greater amount of good headphones than headsets, you're better off going this route.
Personally i would save up a little bit more and get a good sound card that is able to drive the headphones of your choice. Good audio always needs to start at the source, you probably won't be pleased with a cheap soundcard and expensive headphones.