My wireless headphones are Infra- Red. As IR only works in "straight lines" they will presumeably all do the same with regard to leaving the room! You would therefore need to investigate different technology like Bluetooth for example .So, cost doesn't have to be a factor as some cheap Bluetooth sets may be less expensive than good IR ones. Am I making any sense at all?
Not just for mobiles - it's short-range wireless technogizmos a la la ! I've got a bluetooth enabled stereo hifi in my car so I can link a (wireless) audio device (music storage for example) or a handsfree mobile... loads more devices are available - peek here http://www.bluetooth.com/Bluetooth/Products/Pr oducts/
I have Tevion cordless ( Aldi or Netto.) Never had a problem with them. I prefer Aldi for longer guarantee. I run upstairs, downstairs, out in the garden etc. never any crackle. Think they were �18. Have had more expensive ones, but these are better.