I have custom made ear buds. They are the same ones you see on your favorite artist when they are performing live. They are call in ear monitors. This allows the artist to hear themselves, and any other part of the band. I had a custom made mold of my inner ears, and then they get made into really, really good ear buds. They are expensive, but I use them when I am mixing live shows, listing to the iPod, or anything else. They will cut out most if not all outside noises. They are kind of weird getting use to shoving these things in your ear, but I don't have to turn up the volume as much as I use to since they are farther in the ear. Sorry, I had to rant but I really love these things. Its like being at a concert. Here is a link to the place that makes them if you guys want to check out what they look like. (I have the UE 7 Pro's)
http://www.ultimateears.com/custom/Custom-Ear-Monitors.htm