This is a thing I've been deliberating far more often nowadays, particularly since the PS4 allows players to plug in headphones directly into the controller -- and the Xbox One too with a little peripheral that I've just bought. Before when I was playing games I had speakers or nothing. Now I can choose. The only question is: what is the better choice?
PC players, on the whole I suspect, generally use a nice pair of headphones when playing games. I know I do. But consoles? They tend to extol that 'I'm sitting in my big comfy couch and I want 5.1 speakers blaring in my earholes' thing. But now that I have the choice, I find myself reaching for the headset more and more.
Why? Mainly because I can play as loudly as I want without waking up babies or annoying neighbours/significant others. Mainly because it feels a little more... consistent is one word, immersive is another -- although I'm not the greatest fan of that word.