I have wireless everything. Pros about this are... Easy, good sound, usually. You want something at 2.4GHz becuase you want to walk around yet listen to music if your at a lan party. Walking around is nice, but the pricetag is pretty high. 80$ mine were, they just take batteries, and replacing them are not worth it. Just go for a pair of really nice Koss, or sony headphones, big one, with amazng sound. Its all worth it, plus wlaking around isnt that big of a deal for me. My two cents. If you want more on wieless headphones, i'll give you my specs/review.
I've never been to a LAN party, im more for personal use, but I would suspect there to be some sort of interferance. i dont get any with my keyboard. I dont see why it would effect, unless they do have the same brand ect.
I'd say to stick with conventional methods: software that makes use of the LAN. Teamspeak seems to be the best. I believe it is the most secure method, wireless is verrrry expensive and like Big B said if you're all on the same band....what about opposing teams (a 'spy' can easily switch back and forth)