I've had no luck with headsets either. I recently bought a mid-level Turtle Beach but it isn't nearly as good as the stock Rock Band mic. We have a Konami mic and I've even tried the headset that comes with Rosetta Stone (cheap USB) and nothing picks up like the RB3 mic.
I would ask a "world class" singer like Grizzlymaze what they use or Doc_SoCal "world class hardware dude and mod" what he recommends. Doc will answer you but I've never talked to Grizzly but they post here fairly often.
Wish I could help more but we are just tenacious, not great by any means.
(sorry for the novel here, it wouldn't let me message you any other way)