I am looking for a cheap headset with microphone built-in. Comfort and price are my two biggest concerns and would preferably like to purchase one for below $200.
No problem! $200 is a pretty solid budget for a headset, but It would be preferable if I knew which platforms you use in your setup. For PC users, the Sennheiser GSP 370 is a fantastic wire-free solution, as is the Corsair Virtuoso lineup.
If you need PC and Xbox, I would look at the Arctis 9x from SteelSeries as its one of the best cross platform models available and if you want a wireless solution that has Bluetooth for mobile and PS4 for a touch more than your $200 budget, Arctis Pro.
Of course, I have tested all of the model mentioned above, so you can look up our full thoughts if you would like, but I can attest to their comfort.