I would guess that they do sell headphones somewhere in the park, but they're probably pretty pricey (I know I've seen Disney-branded ones somewhere, but I'm drawing a blank at the moment - maybe it was the Main Street Pin Shop or Star Traders). Target (or other stores like that) are probably the cheaper option. I would guess that even the CVS or Walgreens on the corner of Harbor and Katella has pretty basic headphones available.