[bernardos70]

I'll just chime in briefly and say that I had a pair of ER6's by Etymotic (which I lost, sadly) that were the best headphones I've ever used. The type of headphone you wanna look for is called In-ear-monitor or IEM. Indeed, it's almost like you're walking around in a video with your own soundtrack. Way better than some Bose a coworker had that were noise cancelling. Why cancel the noise when you can block it altogether?

Also, they usually use a clip so you can keep them from dangling down, and the cables are really thin, so as to not weight the IEM's down and pull them out of your ear. I also suggest foams instead of the regular rubber plugs they have. Or the Ultimate Ear ones if you have that kind of money. You truly do hear stuff you never heard before. Better than any speaker or any other headphone.