Sony MDRs are a good start. The 7506s are about $99 everywhere and have just enough coverage to minimize outside noise.
Many operators are moving to Shure (and other brands) noise-cancelling in-ear headphones, but these really, really limit your ability to hear what is happening around you. In news, reality and documentary situations, this may not be entirely desirable.
If you don't have to operate with your head against the camera, then the Sony's would be the standard.
I own the Shures and the 7506's and I find being able to quickly flip one side of the cans off invaluable (using the Sony's). The Shures are great if you really are looking for isolation.
The Sony 7506's are the industry standard - though there are many other brands that are used by many good mixers.
From a film sound perspective, you absolutely do not want to use noise-cancelling headphones - you need to be able to hear everything accurately. Also, the in-ear headphones do not give you a true representation of what is being recorded (and, I have been told by my doctor, are really bad for your ears).