Those would be
magic headphones you're looking for
If anything though, try the in-ear-monitor route. I use a pair of Etymotic ER-4Ss and Shure SE530s, both of which offer a fair amount of isolation (the Etys are much better, though), and it's STILL not enough to monitor effectively at the average loud concert. Also, because the attenuated ambient noise is still pretty loud, you'll need to crank the volume to unhealthy levels.
Now if you wear hearing protectors on
top of IEMs, you'll be getting somewhere... but you'll also look like a dork