I would suggest IEMs--in-ear monitors. Basically earbuds built into earplugs--like the things you see musicians wearing onstage. They're doing what you want, blocking the roar so they can hear the music clearly.
They're good for listening to music in situations like airplanes, too.
In fact they block more decibels of external noise than noise cancelling phones--and noise cancelling phones need battery power and, from the ones I've heard, generally add a hiss or something that you can hear in non-noisy places. IEMs are simpler, more effective, smaller, more hi-fi.
Shure has been making good IEMs for a long time--look at the SE series here
http://www.sweetwater.com/c454--Shure--In_Ear_Monitors--and I love mine. But there are a lot of other brands now, and you can find endless discussion on head-fi.org here
http://www.head-fi.org/f/103/portable-headphones-earphones-and-in-ear-monitorsBut here is the thing about IEMs--you have to get a tight fit. They will come with a variety of tips--flanged, soft, semi-soft, various sizes--and you have to try them all. Without a tight fit they will sound bad and they won't block sound. Look at the instructions for putting them in--they are different from earbuds, but companies like Shure have videos online--and methodically try all the tips with whatever you get. Everyone's ears are different. It's a Cinderella thing.
If you find yourself at an airport, check out some of the fancier electronics stores. During one layover I ended up at one that let me try on some $700 and $1000 IEMs, high-end Shure and JBL. Boy, did they sound good...wait'll I win Lotto