From what I hear, Bose headphones are simply the best. You can buy them directly from Bose, from Sharper Image, or from Amazon. I don't yet own a pair of these, but they are on my wish list! I tried some of them at the airport and they were magnificent at blocking out airplane noise in particular.
I've also heard good things about Brookstone's headphones. They sell Bose headphones, as well as several other types. Please let me know if you have any specific experience with any of these. I'll keep you posted as I discover more myself.
Disclaimer: Recommendations provided on this site are not meant to substitute for professional medical advice - use your own best judgment or contact your doctor if you have any questions or concerns about any of these products.
Noise Canceling Headphones 