Best Private Retreat Using Closed Headphones

To avoid competing with other distractions around the house, I am reconsidering the use of headphones.

For years, I have had a few pairs and headphone amps around: Etymotics, Grados, and Sennheiser 580's to name a few, but rarely used any of them.

I don't like the claustrophic, inside my head feel of the in ear designs, other than maybe on airplanes or my motorbike where I sometimes listen to books on tape.

And I notice that with open phones, they get much louder from the outside than I would like. I don't want to distract anyone, or broadcast whatever I am listening to.

Are there any audiophile, closed headphones that you have tried? Would these permit a bit of escape without bothering or waking anyone else?

Thanks for thoughts.