One "feature" that I've found on some gaming headsets is the ability to hear yourself speaking in the speakers real-time. This helps you communicate as it's more akin to real-life communication. If the headset lacks this, your own speech is deafened by the fact that you're wearing a headset. Some people love this feedback feature, called "monitor" on some sites, and some people hate it.
I like it. I can't play games without it. Unfortunately, I can't identify any way to ensure this feature is on a specific headset. Searching for "monitor feature on headsets" yields nothing. I've found both cheap headsets that have this, and very expensive ones that don't. I don't want to continue buying headsets at random, hoping they support this apparently obscure ability.
One possibility that a friend and I discovered is that it has to do with headsets that include an external sound processor of some kind (usually USB). Is this the best way to be sure? Is there some name this feature goes by that I'm not familiar with? Must there be hardware support, or can software do this? How can I be sure I'm getting this feature on a headset?
Note: This is not the "listen to device" feature you can enable in Windows (this does play your own speech back, but at a delay of around half a second, instead of immediately).
Best Answer
After trying a few headsets and looking deeper into the problem, I discovered that there is a software solution (on Windows, at least).
Make sure "listen to this device" is NOT checked in your sound settings, then go to the playback devices, right-click on the speakers for your headset, go to Properties, then Levels, and find whichever audio in corresponds to your microphone (sometimes it will say microphone, other times it describes the exact port: mine says "Front Pink In"). This is probably muted. Unmute it and adjust the volume accordingly. Works great!