Thanks for the good advice peeps. Am I paying a lot more for getting noise cancellation? I don't need headphones during travel/commute.
Yes. None of the best headphones have noise cancelling, and the phones that have it are typically matched by normal headphones $100 lower or more. It's a very pricy feature, one of the few that are easy to market to people who don't generally pay attention to audio.
My general recommendations:
under $40: Superlux HD-681 Evo (open phones; huge performance for the price)
$70ish: Philips SHP-9500 (open phones; reportedly great comfort and soundstage for gaming at this price; I have the more expensive Fidelio X2's but would still buy SHP-9500 for curiosity's sake if they were available in Europe)
$100ish: maybe Sony MDR-7506 (closed phones, compact, indestructible pro gear)
$200+: gets very personal, my favorites are the Beyerdynamic DT-880 and (close second) Philips Fidelio X2, both open headphones with great soundstage
If you want an integrated mic, I'd get the HyperX Clouds which are very good value, or add a V-Moda Boompro mic to the Philips headphones for a more high end solution.