In a live recording environment, what "style" of headphones should I use to monitor what I am recording - in other words which block out the outside sound best.
Are in-ear headphones completely inappropriate for instance?
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Dave Rat had a whole series on his quest for the perfect FOH headphones. That might give you some ideas:
In-ear phones would probably only be okay as long as they are the kind that completely seal and fit inside the ear canal—ones that are specifically made for monitoring.
Personally, if I wear that kind too long it'll start to hurt my ears, so I'd go with circumaural headphones, but that's me. So maybe it comes down to personal preference and what you find more comfortable.
To do quick monitoring, finding disturbing signals and getting a general idea of the reverberation in the hall, I gladly use my Sennheiser HD-25, but basically any well closing pair of headphones will do.
If you need to check the amount of recorded reverb, just listening in the hall while the musicians are playing is not enough, you need to record a bit, and play it back in your headphones, so that the real reverb does not crosstalk into your ears.
The only real person to answer this question is yourself. Did you try what you suggest? (i.e. in-ear monitoring).
What I like to do myself is bring a long pair of cables, move out of the hall into a relatively quiet room and set up a pair of studio monitors with a mixing desk. But it depends on the situation.
There are two kinds of headphones to consider - noise isolation and noise cancelling.
In-ear headphones that "seal" and many standard headphones are noise isolation. This simply means that they're in the way of most other sounds, and physically block them. Noise isolation headphones should be sufficient, unless the external noise is very loud. However, I would highly recommend against in-ear headphones. The audio quality is much lower and becomes distorted more quickly at higher volumes, and you lose distinction at lower volumes.
Noise cancelling headphones actively monitor external sounds and reproduce those sounds slightly out off phase, so that the external sound is cancelled out by the "opposite" sound wave. This virtually eliminates all external noise. They are very expensive, but may be a must in extreme situations.