I prefer in-ear headphones myself, then you dont need noise cancellation at all, as they seal in your ears and block out external noise. Also they dont leak noise so you dont annoy anyone else around you.

I use Shure ones like this:

http://www.amazon.co.uk/Shure-Se210-...5137608&sr=1-3

I actually use the E3c model, but that has been superseded by the above new model.

They are pricey but there are cheaper models, and also some from competing manufacturers. See http://www.head-fi.org/products/category/in-ear

That is a great community site for headphone geeks

Cheers,
Menno