Any closed design headphones should do this really.
Just to mention: Headphones don't have a mic - headsets do.
Headphones are pretty much always better, especially for this.
Even something like Sennheiser HD202s will produce better quality audio than a headset, and should block out a lot more noise.
Maybe look at the HD215s too.
Then you could just get a simple £5 mic, and have far better audio quality overall.