Question about headphones for consoles.

One of the big reasons I never touch my consoles is because I tend to be a night hawk, and since I live with people I don't play games past a certain hour because I know it would wake them up and I just don't want to listen to them bitching about it. So now I'm looking into getting a pair of headphones, but I had a couple questions as I have never bought headphones for consoles before. 
 

1. Where do they plug into? Do they plug into the USB port on the console itself, or to the back of my TV? Do I need to make sure my TV has some kind of special connector on the back?
2. I will pretty much just be using them on my PS3, but I have a couple 360 games I plan to play some day. So can any one recommend a good headset that works with both systems? A built in mic would be a plus for the odd time I would use it, but I pretty much only play alone so I don't have as much of a need for one.

Most (all?) TVs should have a headphone out jack.

You plug them into your TV I believe.

" Most (all?) TVs should have a headphone out jack. "

whatever you do dont go cheap! sound is half your 

POWERSSSSSSSSSSSS

There is an affordable Tritton headset that is compatible with PS3 and Xbox 360 but I am not sure of its quality overall. Some reviews I seen were varied.

If you're playing on something that doesn't have a headphone jack (such as a monitor) then you have some limited options.
 
For my 360 I had to use the red and white audio out cables and a male/female RCA to female 3.5mm converter.

But realistically, it sounds like you're using a tv, which almost assuredly has a 3.5mm jack.

Get headphones with an inline volume control. In 99% of cases, the output from your TV (or using the adapter that AlwaysBeClothing posted) will be a constant volume because it's basically line-out. Odds are that it won't be too loud for your, but it might be, and inline volume will be the only way to change it. 

Just bought a pair of headphones for playing my PS3 at night. Went with Audio Technica M40s. I have a 5.1 setup in my room, but I can hear so much I never could before with these things on.

" There is an affordable Tritton headset that is compatible with PS3 and Xbox 360 but I am not sure of its quality overall. Some reviews I seen were varied. "

" Most (all?) TVs should have a headphone out jack. "

" If you're playing on something that doesn't have a headphone jack (such as a monitor) then you have some limited options.
 
For my 360 I had to use the red and white audio out cables and a male/female RCA to female 3.5mm converter.

You would plug the red and whites your console spits out into this and headphones into the other.  Of course, this is assuming you don't just use HDMI and also you have rca cables.
 

But realistically, it sounds like you're using a tv, which almost assuredly has a 3.5mm jack.

In that case you can plug in any headphones, doesn't matter the platform.  For a decent pair of affordable headphones I would recommend the Sennheiser HD 202s.  They have a long cable length and they're usually $20-30. "

turtle beach are the brand that you should look into. they sound awesome but they are kind of expensive. they have separate volume controls for chat, the video game, other things.

I would personally go with a nicer $50-$80 set and get a separate inline volume control, but only if you can afford that. The benefits of the sound are totally worth it. Like most people here have said, most TVs have a headphone out port, or if you have a receiver, that will almost certainly have one. Receivers often have 1/4" outputs, so you might need a 1/4-1/8" converter. 
 
I personally game with a pair of Grado SR225s which are amazing, but a bit expensive. Some people might not like how much sound they let in, but in a quiet room, they are the best headphones I've ever used.

If you just want headphones for sound you can easily connect something to the TV directly.  If you want sound and communications you best bet is a more expensive gaming audio/com headphone system.  Like the person above I have an Astro MixAmp which I have paired with some headphones.  
 
It is a complete solution (i.e. overkill & expensive); but it is easy to set up, sounds great, and is a no-worry solution.

Do the Turtle Beach X11s work with the PS3 as well as the 360? As far as I know, they theoretically should since it just needs a USB plug and a headphone jack, but I'd appreciate confirmation.