bigjohn,
The type of headphone you want is called a "circumaural" design (around the ear) or sealed type, which isolate the listener from ambient noise. And since those are not of the "open-air" variety that rest on the ear (supra-aural), others nearby won't hear your headphones. I always forget those terms and have to look up my own article, which Sound&Vision magazine still runs in the 2005 Buyers Guide.
As I point out in the article, comfort is really paramount. I once had a pair of electrostatic phones which, while capable of lovely midrange and highs (no deep bass), were so uncomfortable I couldn't leave them on for more than 10 minutes.
I much prefer the open-air (supra-aural) types, so I can't advise you on sound quality of the sealed variety. But do keep in mind that there is NO correlation with sound quality, good balance, and price in headphones.
Regards,