I use Bose, both earbuds and noise cancelling headphones. My earbuds fit nice and are comfy for when I'm out and about, and do a decent job of closing out other noises, but then I get worried about what might be coming up behind me or something. I only use my noise cancelling when I'm at home and want the world to disappear and it's just me and my music.
As far as brands go Bose is my favorite, little pricier than others, but it's worth it for me.