Thank you for help!
All headphones I have used before literally give me pain in my ears after half an hour of using, that's why I hate them.
But I heard that stereo headphones are the best solution for VR positional sound and consider buying quality Sennheiser headphones with deep ear cups. Hope it will be comfortable for my ears.
I'm a big fan of the Rift headphones tbh. They have very minimal pressure and sound great.
If you get headphones, three pieces of advice.
First, because they aren't going to be integrated on the headset, just make sure they hold on your head well. Don't want them falling off in the middle of a game!
Second, don't forget to factor in the added weight of the headphones on top of the HMD. This is where the Rift headphones have a big advantage because it's minimal. Too heavy and it's probably going to not be comfortable, and also break immersion feeling them on your head.
Finally, make sure the cable is long enough (or get an extension cable). While the Rift lets you remove their headphones, it doesn't have a headphone jack on the HMD itself. You need to run that cable yourself. Probably would be best to get cable ties of some sort as well so you can just wrap the audio cable around the HMD cable so it's not messy.
Have fun! It's awesome.