1. Get a USB headset which is certified to be used with a PS3. Most USB headsets should be compatible with the console and the manufacturer might have listed the PS3 under the list of the supported hardware.
Personally, I think USB headphones are mostly an useless thing to buy unless the headphones can be separately used without the USB.
The AD700 is an open-air pair and you might tend to disturb the people who are in your vicinity.
That is definitely true that sound leaks from these headphones. But it is not bad enough that people get disturbed unless you have the volume so loud that you are gonna do deaf by next day.
@OP: I currently use AD700 + Astro A40 MixAmp for gaming on PS3/XBOX 360/PC. Earlier I was using JVC HARX900 + A40 MixAmp (which are semi closed cans) and I don't find a sea of difference between the two headphones for gaming. AD700 has less bass, but it can be easily fixed by using the equalizer. For the extra 2k that AD700 cost over the RX900, I didn't find any major difference to justify it however except for the amount of burn in time that took for the phones to start sounding good.