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they are very good headphones, but you pay extra price for them being noise-cancelling and wireless: i mean, if you plan to use them only indoor, i'd recommend a wired headphone, in the same price range of MX4 you can find the premium Sony MDR1AM2 which are another level of sound quality hehe
if you need wireless and still have the good Sony "club sound" you can choose the bit cheaper WH-CH720 or WH-CH520, I have the wired version of both of them and sound sooo good.
Also, you could consider Audio Technica or Yamaha headphones, in the price of 50-150 they are very very good wired heaphones. Best thing is, if you can, try them in a shopping centre because audio quality is very subjective

Thank you for your detailed response MagicalMiku!!
I am heavily considering the wireless as I'm hoping I can use the headphones both on my PC and my phone, but it's not a requirement as I'm 100% willing to buy an aux dongle for my phone and wired headphones. With that in mind, if there are wired headphones at an even nicer sound quality, that would be OK as long as it has a nice long cable.

I can't think of a brick-and-mortar store I could go to in my hometown or in my college town that sells headphones, although I am in LA right now so maybe I could find something. I have zero frame of reference for "good audio"-- this will be my first time hearing something that sounds nicer than a standard 'gaming headset'.

The noise cancelling on these headphones is great for travelling! They block out the rumble of trains and cars very well. The ambient noise setting also gives you better awareness of your surroundings than normal headphones, handy when you actually need to hear things like announcements, while still listening to music.

mm.. then you could really try the Sony WH-CH720 or WH-CH520 , their sound quality is on same level (very good) of MX4, but MX4 are more expensive for their advanced noise-cancelling.
like I said, Sony MDR1AM2 are the premium one, but for best results you need a good DAC and audio-amp, and because you're coming from a normal gaming headset, I feel that any Sony-Yamaha-Audio Technica headphone in the price of 50-150 are more than enough. cable length is not a problem with the headphones that let you change the 3.5mm jack cable, and some Audio Technica have included in the box 2 cables, one of 1.5m and one of 3m.
in LA you could try going in some music shop and check some headphones ^-^

I did a lot of reading about these headphones recently when trying to find good noise canceling with decent sound quality. I ended up with the Sennheiser Momentum 4’s because the sound quality is supposed to be better, but the noise canceling isn’t as good as the XM5’s and they do occasionally glitch and turn themselves back on.
Here are a couple of good comparIsons:
XM4 vs XM5
XM5 vs Momentum 4
(That website also has a ton of reviews of different headphones and earbuds. I really like how they explain about the products)

Like MagicalMiku has said, going into a store and trying out headphones is so much better than just picking them out online and you can get the same sound quality without the noise canceling for less money.(there’s also that you can spend the same amount and get a set that has better sound quality without the noise canceling) You might want to also check out the store’s return policy before purchasing so that if you use them and they don’t work for you, for whatever reason, you can exchange or return them. Also, if you do go into a store you might want to ask to speak to someone who knows a lot about headphones.
(Ah, this was longer than I intended it to be. Sorry)