With regards to your mouse, I think it's just something you're going to have to just take a plunge on. I did that and bought a Logitech G700 - being a PC gaming novice at the time, I thought that the extra buttons on the mouse would be very beneficial. However, after getting reasonable good at FPS games, I'm currently very tempted to buying a Steelseries Sensei or a Zowie FK - I haven't really considered the grip, but again, I've read good reviews for the product and I've recieved many recommendations.
Honestly, having the ability to change your DPI or create macros 'on the fly' may sound all well and good, but at the end of the day, I haven't really bothered with either features on my mouse; I think that most gamers will agree with this. If you're into a game, you just knuckle and down and learn with the products you have.
Find a mouse that you think you'll like and read some reviews.
I don't think your grip will make that much difference on the whole as to what mouse you will buy: your grip will change to the mouse.
If you're an FPS gamer, take a look at the sensor in which the mouse uses. Take a look at what the professionals use - they may be endorsed by brands, but they wouldn't use a product that hinders their ability.
Please, tell me what genre of game you're looking to play? I'd be able to recommend some better mice if I knew this.
In response to your recommendation of a nice pair of gaming 'headphones', I would not know. I use a gaming headset - a pair of Sennheiser PC360's. I would highly recommend buying a pair of these, however, if you are determined to buy a pair headphones (I assume you have got standalone microphone?), I would not recommend buying a pair that are 'designed for gaming'; the likelihood of these is that they will be horrible to listen to.
I would like to offer you some advice: if you are going to be spending quite a large amount of money on a nice pair of headphones or a headset, make sure you've got a nice soundcard to match them. For the sake of making an analogy, listening to a £500 pair of headphones through cheap sound on a motherboard (I should point out here, I have not tried the sound on high-end motherboards - I do however know quite a few people who have tried these motherboards, and still swear by sound cards) is equivocal to drinking your favourite beer from a public toilet - it's just not okay.
Also, have a look at the Grado SR80i's. I know a lot of people that love these headphones, claiming that for their price, they offer extraordinary sound.