Another vote for the Etymotic ER-6i. You do have to learn how to insert them properly in order to obtain the best sound and maximum noise blocking. But if inserted correctly, you quickly forget you have them in and can leave them in for long periods and sleep with them. And noise-cancelling headphones don't come close to the sound quality and quiet you obtain with the ER-6i. I use the 3-flange earpiece that comes standard - the foam is comforable, but not as quiet.

Typical NC headphones won't block that crying child or annoying neighbor, are too uncomfortable to allow most people to sleep, are large and heavy, require batteries, and worst of all, make the music sound dull or muted. The Etymotics overcome all these problems and provide better noise blocking, as well. I've also heard good things about the Shures, but have no experience with them.