Both Tony Hynes (at Gamerscoreblog) and Major Nelson posted the following info today regarding those that are having difficulty with their wireless headsets:

We have received feedback from some customers that they have experienced issues while using the Xbox 360 Wireless Headset, including difficulty syncing the headset to the controller, reception interference and audio sensitivity when playing action-packed games like Gears of War. We are committed to providing the highest quality accessories for Xbox 360 and would like to assist in troubleshooting and resolving those issues, whether by replacing or repairing the units under warranty. We encourage anyone experiencing issues with the Wireless Headset to call 1-800-4-MY-XBOX.

Give them a jingle if you are having issues.