There are even some wireless headsets available. So far I find nothing wrong with the default one but I guess if you want 100% wireless then I that is the way. I highly recommend getting the premium bundle. You can either pay 400 for the HDD and extra stuff (wireless controller, etc.) or pay 300 for core + 40 for the memory card (which is a must have if you want to save your game if you can't get a HDD) w/ a wired controller, standard video plugs, no headset, and you don't get the special "chrome finish" on your disk tray.
The 60 extra bucks is well worth it.