edit: woops, didn't see that you already bought something. A900 gets pretty good reviews, so I hope it works out.
Would you consider sticking things in your ear?
At your budget and covering your criteria, in ear headphones will give you the greatest sheen for your green. And yes, you can game well with in-ear headphones. You can get the fancy ones without even hitting your budget limit. Out of your soundcard and without an amp, they'd sound fabulous. Give up on 7.1 surround through stereo headphones.
For full-size headphones, the best I can recommend for you is semi-unfortunately... Bose QC15. They don't need an amp, have the best noise canceling in the industry... but sound like ****. But they do have the best active noise canceling circuit in the industry. You did make isolation from the racket your main priority. They're also extremely comfortable. No other headphone should match its noise reduction except in-ear headphones. Otherwise, I'll have to point you to the typical ATH M50, Koss Pro DJ 100, Sennheiser HD25-II, Ultrasone HFI-580, and other cheapo closed headphones that won't come anywhere close to the brink of your budget. And all of these closed headphones still isolate as much as the worst-isolating in ear headphones, and won't do music, gaming, portability, and possibly even comfort as well as the in-ears you can afford. There simply aren't any great sounding closed and isolating headphones at around $200-300.
Edited by parappa da sneak - 6/15/11 at 5:53pm