Go to Google Groups and search in rec.aviation.piloting for the word "headset". You'll have more reading that you can possibly stand.

My overpriced .02: I would start off with a cheap set for your PP-ASEL training until you're pretty sure you're going to stick with it for a while. Then get yourself a good ANR set to as a reward for finishing your Private or Instrument. I was between the Lightspeed and the Flightcom Denali, and ended up getting the Denali. Not quite the same level of noise reduction as the Lightspeed, but still good and it's lightweight and very comfortable. Now the cheap set makes a great passenger set.

Of course, YMMV.