Haha! I was wondering… I didn’t reply at first, because if you HAD made a choice, I didn’t want to give you buyer’s remorse 
I also love Sigur Ros! I’ll have to check out those other two bands, thanks for the recommendation by association! Just so you know… I’ve come back to the beginning of this post after writing quite a lot, but I’m hoping my experience from 10 years after looking for my first “better gaming headphone” can help you save time and feel more comfortable with a choice, even if I typed a lot (ON MY PHONE!!).
If I could add some comparative details for you:
The Classic German trio (Sennheiser, AKG, and Beyer) are ALL high performing options, and if you bought any of them, you should be impressed and more competitive than with the Astro A40, except if you need the closed-back isolation of the A40. The Beyers (DT 880 and 990, 1990) and AKG (K612 and K712/7xx) are semi-open headphones, and the Sennheisers mentioned before are open. The Astro A40 is easily Astro’s best headphone, and I would characterize it as having an emphasis on midbass and having a “thick” sound; notes will transition from one to the next smoothly, but on more complicated moments (or when you’re gaming in an intense situation) it can kind of feel like a “wall of sound” blending together all at once. This is exacerbated by the naturally smaller soundstage of the A40’s Closed-back Design. Besides the little features like interchangeable earcup “tag” decorations, one last positive I will say for the A40 is that it has decent earpad and headband padding.
I have a bunch of Sennheisers, including the HD 599, HD 58X Jubilee, HD 650, HD 660S, and HD 800. It should be obvious that I’m a bit of a fan! The HD 800 is killer for competitive gaming (some would say overkill), it probably is the most distinctly different sound character from the A40’s… huge sense of space and size, crisp note presentation and great separation of sounds, and if the A40’s is warm and “heavy” then the HD 800 is airy and very agile. The treble sparkles with a shimmering, sparkling magic that is amazing with Sigur Ros, Bjork, and even just something well-recorded like “Diamonds on the Soles of Her Shoes” by Paul Simon can bring a powerful experience through every pitched note! Honestly, it was my “holy grail” headphone for a long time, but it wouldn’t necessarily be my first suggestion to someone just starting to look into HiFi headphones, because it would basically use your whole budget without money left to get a suitably matching DAC and amp to bring out the HD 800’s realistic potential (and sometimes too much brightness issues, which with a cheap amp and your familiarity with the A40 sound could be a shock). Of all the headphones I’ll mention, the HD 650 probably has the most similar character (and easiest transition for you) to the A40, with a good amount of energy in the mids and midbass, but it’s overall much more balanced across frequencies than the A40 and some people find that boring (but I love it). In my opinion, it’s not immediately exciting other than its detail retrieval over the A40, but it’s even handed balance of bass, treble, and liquid mids-emphasis is easy to suck you in and listen to all day: beguiling. It has a better soundstage than the A40, but probably the most “intimate” of the Classic German headphones, and the imaging is just a bit better than the average mainstream headphone. The HD 660S is newer and IMO slots right inbetween the airy HD 800 and more liquid HD 650, clearing any “veil” you might read about on the HD 650 and a bit better imaging, plus it is easier to drive well on a weaker amp than either of the others, but it doesn’t have as much soundstage as the HD 800. HD 58X is like a HD 660S Lite, but the cheaper headphone also doesn’t have the greatest soundstage for immersing you in a game. Of Sennheisers, I would probably recommend a GAME ONE or PC37X the most… it’s cheaper, but it’s basically the HD 598/599 with a slightly more airy sound, has excellent soundstage, and works really well with surround processing (I’ll get back to that at the end).
Beyerdynamic tends to have the thinnest mids/vocals sound among the headphones mentioned, which can be great if you feel like vocals shout at you or you wish for more emphasis on the extended frequencies. The DT 990 is a little unique because it has strong bass and strong treble (v-shaped spins signature) which is very exciting; a friend of mine (Mad List Envy on Head-Fi) has owned all three ohm (Ω) versions of the 990, and the differences on powerful amps are very small (a bit better dampening on the higher Ω versions), so basically choose whichever one fits your amp best. They have a bit better soundstage and imaging than the Sennheiser HD 600 series, and combine that with the lighter touch they might be a bit better for competitive gaming. If you like an exciting sound that won’t bore you, the DT 990 is great! But it makes everything exciting, even more somber or atmospheric moments… feel free to make your own choice, but these haven’t been mine (and I find the treble irritating after about an hour… the DT 1990 still has strong treble, but I find it smoother and less irritating, so it would be the only one I’d consider for “my” ears). Imaging is very strong on the Beyers, and with the DT 880 I owned for a month, the surround processing clearly let me sense the 7 (.1) speaker locations… but it was so precise it was almost harder to imagine a sound seeming to be placed in-between two speaker locations, like it just sounded like two speakers playing at the same volume.
The AKGs kind of strike a middle ground between the Sennheiser HD 600 series and the Beyerdynamic DT 880/990, as far as the spectrum from warm to airy sound goes. I owned the Q701, K712 Pro, and K612 Pro, each for at least 3 years, and I still have the K612. The K712 actually has a similar frequency response as the HD 800, and also has a large soundstage and good “imaging” (ability to seemingly place a sound as coming from a particular spot), and it’s precision improves with superior quality amps. It’s literally killer for competitive gaming, and I enjoyed it with movies and music as well (after I had the overly-airy Audio technica AD700, these felt much more balanced, but they’re still on the airy side of neutral next to the HD 650 or HD 58X). The K612 Pro is an underappreciated sleeper hit that deserves more attention IMO, it’s like a higher-dampened K712 Pro with a bit more flat/neutral sound and a bit more sub-bass extension.
I mentioned the A40’s comfort, so let’s revisit that for the above headphones. They are ALL lighter than the Astro, and have spoiled me completely in that regard 
. They all also have great earpads with nice velour, though I think the K712’s memory foam pads are the squishiest and springiest, and Dekoni Audio makes memory foam pads for all of them (Full disclosure, I help Dekoni out with their social media and at their trade booths sometimes, but that also lets me borrow tons of headphones from all kinds of manufacturers). The Sennheiser HD 650 headband padding is my favorite (and I’m picky because my hair is thinning), while I wish the AKG’s auto-adjusting “strap” had any padding it adjusts to the shape of your head great to distribute weight, but it’s still just a strap. I used to cover mine with a baby seatbelt wrap, but now I use Dekoni Nuggets. The HD 600-series is known for “snug” clamp and it was a bit much for me at first, but carefully stretching it (as per Tyll Hertsens’s suggestion on Inner Fidelity) I actually like it and can (and have) worn it all day.
Lastly, all the accessories you can buy for your headphone of choice. IMO, if you get a mid-fi headphone, you’ve reached the point where you should invest in a better DAC/amp than what is in your phone (game controllers significantly worse!!). A DAC with optical input can work with most sources (stereo mode on Xbox, PlayStation, and even most computer motherboards have Optical out), and a USB DAC that doesn’t need drivers can be used on PC and PS4. A Schiit Fulla 2 or Schiit Hel are good starter DAC/amp combos, an iFi Nano Black Label is even better, and there are many great amp values on Drop.com and Monoprice (I love Cavalli and THX gear). For gaming, I think surround Digital Signal Processors (DSPs) are a HUGE boost to competitive performance. With “just” regular two-“speaker” headphones and your two ears, a DSP can accurately recreate a 7.1, Dolby Atmos, or even a full 3D surround sound experience. Use your Astro Mixamp with the headphone-out plugged into a better amp, look at options from Creative and Sennheiser for your platform of choice, or look for great discontinued products like the Turtle Beach DSS and DSS2. It’s super-useful in games like the Modern Warfare beta I was playing this weekend (check my YouTube channel @evshrug), because you can tell what direction firefights and footsteps are coming from, like a radar. These days, I use a Smyth Realiser A16 with all my platforms (and a PlayStation camera as my mic on PS4). When I don’t use DSPs now, it feels like I’m wearing horse blinders!
Phew! We did it! I finished saying what I wanted to say, and you finished reading! Obviously I have some favorites, but I hope that if some description stood out to you as more appealing, you feel free to try that. All will be a good upgrade from your A40, and just remember to have fun!