Have you tried noise-cancelling headphones? I use the Sennheiser PXC-350's whenever I am not working at home, you can get the benefits of reduced ambient noise without having any music on (though I mostly do). It's NOT complete sound-proofing, but much nicer than hearing everything that is happening around you.

Here is the comparison that convinced me (the Sennheisers are at the end): http://www.youtube.com/watch?v=cQdbcDTiIas