I picked up the X30 from Plantronics at Circuit City, was $24.99 and works pretty well. It's a little strange the way it kind of hangs off your ear but it doesn't take long to get used to it. I did my research and the only complaints were about lower volume across the board than most other headsets, but if you've got a booming voice like mine I wouldn't worry about it.
I was in a similar boat. I just found the 360 headset painful and getting my wireless headset working can be a crap-shoot. So after a couple of purchases and returns, I stuck with this one. It's comfortable, works with the Messenger Kit, picks up my voice well and it doesn't hurt that the green LEDs match the 360. The price is a bit steep but it's a quality headset.