I'm having a sit down chat with my instructor today on the very same issue - which headset???
(I've had no end of problems with the club sets over the last 3 weeks and want my own).
Luckily..... my FI is an electonics engineer in his week job so should know what he's talking about.
I know he's a David Clarke fan for his own purposes but he's also EXTREMELY conscious of the cash situation when you're learning to fly so is likely to give good sound advice to find the best deal for the budget (I'm happy to go to £300 - but I want a VERY decent entry level headset for that).
I'll report back later..