My family is a very musical one - we all love listening to music and it's very rare when one of us isn't listening to something and without headphones it could all get a bit 'messy'.
I also listen to music when I'm out of the house; I'd rather wander round Tescos with music in my ears than listening to Mr and Mrs Joe Blogs arguing over rolls with cracked wheat on the top or poppy seeds!
I listen to music when I'm in the gym (it sends a very clear 'do NOT come and talk to me' message) and I get REALLY cheesed off when my headphones have mysteriously vanished.
When the teenagers were little they had little DVD players in the back headrests of the car - this was GREAT, until they each wanted to watch something different; headphones to the rescue!
Whilst I've noticed that oversized headphones a'la the 80s seem to be coming back into fashion (goodness knows why, they looked ridiculous then and they look ridiculous now!) I'd still stick with having a couple of sets of little earbud headphones, like these Skull Candy Inkd earbuds, for those times when sound is required to be a private affair.
Happy peace and quiet and regaining custody of your own headphones!