There are many proponents of noise cancelling headphones as a tool to help reduce jet lag symptoms. You don't have to listen to music to use them. They don't block out every single noise - you'll be able to hear announcements on board for example - but they do cancel a lot of the extra noise congestion, and this is touted as helping one relax and feel less lag at the end of the jetting around.
1. Audio-Technica ATH-ANC7 Noise Canceling Headphones
These headphones receive really favorable reviews and start in price at the $95 range.
2. JVC HA-NC250 Noise Canceling Headphones
There are a few merchants that sell these just under the $100 mark, even though others charge as much as double that.3. Jensen Lightweight Noise Canceling Headphones
These were the least expensive noise canceling headphones I found, starting at the $10 mark online.4. Sony MDR-NC6 Noise Canceling Headphones
These can be purchased between the $20 and $40 mark online.5. Sennheiser PXC 250 Noise Canceling Headphones
Generally well rated, this set should set you back about $60 - $100.6. Panasonic RP-HC500 Noise-Canceling Headphones
Although often a pricier set of headphones, several stores online do sell these comfortably below the $100 mark.7. Kensington Noise Canceling Headphones
Well reviewed, and well priced - these headphones range in price from $25 - $40 online.8. Creative HN-605 Noise Canceling Headphones
Priced around the $40 mark online.