Wireless and USB variant headsets all rely on a wired or bundled USB driven sound card and in the case of the wireless headset the wireless receiver's base is performing the audio processing duty. Bypassing any audio processing capability from your onboard or dedicated sound card you may have on your system.
If you're on Windows 10 and currently own a system that has a Realtek onboard audio solution then you'd be served well going with a USB/wireless headset like the Corsair Void. Now to get to more points, we'll need to know your full systems specs as well as the OS you're running off furthermore we'll need your budget for a headset as that could act as a guide to your purchase.
My personal opinion is to go with a full analog setup...