Which headset did you switch to?
I bought the HyperX CloudX Flight (what a name) wireless gaming headset about three months ago, and I was shocked at how much latency I could feel in something that was supposed to be a dedicated gaming headset.
There's no inherent reason that a wireless headset has to have more latency than a wired headset, analog wireless being the extreme example of no added latency, but a purpose-built wireless headset seems like it would use some digital wireless protocol that is optimized for low latency, instead of buffering something like 100ms of audio in the channel. That ~100ms to ~150ms of latency really impacts reaction times.
So, I could switch to a wired headset... I just wish I could find a wireless headset that didn't suck. Microsoft just recently introduced their new "Xbox Wireless Headset", which looks awesome, but... the absence of any latency specification is not encouraging.