There are SO many reviews at dedicated audio sites like head-fi.org, but in reality the choices aren't so many.
I'd recommend "closed" headphones to block out external noise (and also insulate people around you from your headphone sounds).  I would NOT recommend noise cancelling headphones, like the ones with batteries that produce an inverse wave of whatever the microphone detects, because of... reasons.  Just a nice pair of no "active" or "any" noise canceling "closed"/"closed back" headphones should be quite fine.  I would recommend the kind that covers your whole ear.
A lot of people like AKG/Sennheiser, but I actually like Philips...  Some people like Sony as well.  It's kind of actually a LOT up to your preferences.  A lot of people perceive "good" heaphones as headphones with a lot of bass for example, and honestly the more expensive you go the more it is about balance and detail and less about punch/bass.
There are expensive headphones dedicated to blowing your head off though, this 
http://www.amazon.com/Sony-MDRXB700...F8&qid=1450816638&sr=1-2&keywords=sony+mdr-xb and to some extent, this:  
http://www.amazon.com/Philips-X2-27...id=1450816664&sr=1-1&keywords=philips+fidelio
I've actually been eyeballing the Philips Fidelio X2 for a while, I may drop the pants next year finally.  They are open-back though, meaning they leak a lot of sound in/out.  The Sonys are not, but I'm not sure you'd like them to be honest :-D .
P.S.  If you want some cheap as fuck closed headphones which are actually pretty damn good for the dirt-ass-cheap price, try these first before buying anything else:  
http://www.amazon.com/Sennheiser-20...?ie=UTF8&qid=1450816814&sr=8-1&keywords=hd201
They look cheap, but the sound is actually quite amazing for the price.