I used to use AudioTechnica ANC ATH-ANC7 Noise Reduction headphones. I found that the active noise reduction doesn't really work in an office setting because there is some serious leakage when active. The noise reduction feature works great on a train/plane/coffee shop (anywhere there is lots of ambient noise) though. On a train, it cuts out the rumble and smooths it out so there is very little oscillation (e.g. no rumble but some low frequency sound).

Now, I just use my RadioShack headset with boom mic. The ANC7's are bulky and tend to hurt my ears if I wear them too much.