If you can use in-ear phones and don't need to have any contact with your surroundings during your music, the ER4 from Etymotic Research are by far the best I h

If you can use in-ear phones and don't need to have any contact with your surroundings during your music, the ER4 from Etymotic Research are by far the best I have ever had... They dampen the environment so much, that even when I have reasonable lound music, I get surprised about how LOUD the world around me is when I pull out the earphones..