Edit: Forgot to include noise-cancelling / in-ear / tin can headphones as an option. Thanks George! Jump to the choices if you want to skip the blah.
Another update: I really must strongly recommend noise-blocking earbuds or similar. I bought a pair which have rounded soft material on the bud – essentially a cross between an earplug and an earbud. They were relatively cheap (about Â£8 from Argos), and the difference is substantial. They claim 30dB reduction or such, I don’t know whether that is true, but I can say that for many situations 40% volume is now sufficient. They do take a little getting used to, but once you use them you won’t go back – and your ears will thank you. Happy listening!