We've come a long way from balancing boom boxes on our shoulders to get that intimate closeness to music. Nowadays, there are even wireless headsets that people "sync" with their phones so they can look like they're talking to themselves while swanning down the road.
For me, I still like the old fashioned earplugs - the ones that cover your ears as opposed to being surgically inserted. However, there are still downsides. First all, and with any headphone, there is that feeling that even if you just hum along to a tune, you're really sounding like a cat on heat to the outside world. So, lesson one: don't sing.
The other invaluable lesson I learned was not to have these things inserted into any recording device that possesses an independent "cut off" key. In other words, don't go calling a prospective person for an interview, leave a message on their phone, assume you've hung up and then go gas-bagging to someone in your office about whose shagging who. It generally means that person who you were hoping to call back confirming an interview, will become more interested if the chick you were talking about left her cheating husband.
The other, most common problem I've experienced (seemingly on a daily basis) is forgetting I even have the headset on. I am sure the designers spent months trying to cater in that comfort factor but they never once considered people like me, who often come flying back to their desks cause the headset is still connected to the computer. This is such an "uncool" image.
Yeah, so look into all these factors when deciding - is looking like an Air Traffic Controller really that important?