New Audio Setup. Headphones or Speakers?

[Soulburner]

Alright so I am moving up from my tried and true SB Audigy 2. It has been very reliable since 2002. It is the last component to be upgraded as I just haven't seen much out there that made me want to switch - until now.

I am getting an Auzentech Prelude X-Fi. End of discussion about sound cards

With that said, I need a new audio setup to take advantage of it. I have to decide on a good set of speakers, or headphones.

I have with me right now my Klipsch 4.1 Promedia THX set which I have had since 2002 as well. I also have the Logitech Z-5500 set. So far I believe the Klipsch sounds better. I still have to make a final determination though - the Prelude will certainly make both sets of speakers come alive. I will just have to see which set comes alive more

Now do I keep them and get a good set of headphones, or just get rid of the computer speakers altogether and move up to some real gear?

What does a good set of headphones excel at? I am going to assume music, while a good speaker setup will be better for surround sound movies and gaming, but I'll let the audiophiles chime in.

Tell me what you think...what does it take to use non-computer speakers? Also send me some recommendations. This rig does just about everything but my two primary concerns are gaming audio and music audio quality. I would like the best of both so tell me what your ideal setup would be, as well as the costs of components. So far the Audio-Technica A900 look great but I haven't done much looking around.

Thanks guys