So. Closed (sealed) is the way to go.

You'll get the most isolation from in-ear types. Shure SE215 is reasonably comfortable for a universal fit, it sounds good. Can be had for about $100.

If you don't like in-ears (I don't, FWIW) then KRK KNS-8400. It's a closed studio monitor and it is one of the most comfortable headphones I've ever worn. Can be had for around $150.

The Head-Fi winter gift guide is a good place to start to see what's available at various prices. Fair warning: you're going to see some absurdly insane prices listed there.
http://www.head-fi.org/a/2013-head-fi-winter-gift-guide-introduction