Headphones that support AptX LL made a big difference for me. I picked up a cheap set on Amazon that work well but they have really terrible battery life. I may replace them now that I know AptX LL works pretty well.
I tried several other pairs that only supported SBC and AAC and the latency was irritating, even for the slow paced games I play (like Powerwash Simulator).
Edit: This is the pair I got, they've released a new model so maybe it's improved but I certainly don't get 20 hrs on a charge.