What brand do you use and what kind of price are you talking about? I been thinking about a set for watching the tube after the wife goes to bed. How's the quality, etc?
I started out with some expensive Sennheisers, which, while they produced really great sound, also delivered static, apparently from other wireless devices (I live in a condo complex), even though I would continually cycle through wireless channels. There were a couple of places in the house that I could sit without getting interference, but it was unacceptable to me. That doesn't mean I wouldn't recommend them to someone in a different environment, less prone to interference - they are a great headphone.
I'm currently using the Sony MDR-RF985RK. They also deliver great sound, but I don't get any interference with them.
I really like headphone sound, because I seem to be able to pick up everything in the sound range of whatever I'm watching much more clearly than over the speakers, especially voices. The only downside for me, as I mentioned above, is they can get a little tiresome to wear for longer periods. A two hour movie isn't bad at all though. There might be some acceptable ultra lightweight headphones out there, I just didn't find any that would plug into my TV's optical.