For my flights, I have the Bose QC Noise cancelling headphones. Cost about $300 a few years ago, but I love them. Lightweight and really eliminate the plane and passenger noise. The audio from movies or music is crystal clear.
Normally I do not wear head phones to the gym or else where except when I am at the beach. But right now, I am trying out a new design of wireless ear buds that a friend of mine is developing with a leading hearing aid company. They look like the tiny invisible type hearing aids that go down in your ear canal and are basically invisible. I've had them for a month now and am still on the fence about them. Sound wise they are fantastic. You have the option of streaming your iphone, computer or smartTV to them via bluetooth. So you can enjoy tv late at night or in other situations where the sound/noise may bother others. Very light weight and I often forget that I am wearing them. You can even customize the outer shell back with various colors and with interchangeable "plates" with designs that glow with the back light when the buds are turned on There are not many now, but more coming and the option to make your own by uploading a design to their shop and having them made for about $6 is in works for the future.
What I don't like (so far) is that they are a bit TOO comfortable and like I said I often forget I am wearing them and have had people actually tap me on the shoulder and say "do you hear me talking to you?" If you want to listen to someone talking to you or hear something else, you can either (1) take them out of your ear or (2) hit the MUTE button on the remote which cancels the bluetooth stream and opens in a sound channel so you can hear what they are saying. This does of course require you to carry the remote with you which is the size of a Mercedes SmartKey. I don't really care for this because I do not like to junk up my pockets with needless items. The other concern is that you have to put them in a special case to recharge the internal battery. They are making a version that is a tad bigger but would run off a hearing aid battery for 5x the amount of each recharge.
There are some on the market like this already and they gave me 3 different brands to try before I got these so I could compare. I will say they are much better than the brands available in terms of comfort and sound quality.