My Sony over-ear noise canceling headphones work pretty good.
But they're big and bulky which is why I now use Phillip's HN-060 in ear, noise canceling ear buds. They're light, small, and VERY affordable.
Only problem has been with the ear tips . . . . They come off easily and Phillip's doesn't sell replacements. Ended up going to earplugstore.stores.yahoo.net/roaupfprfore.html for those.