Forgot to mention - the Peltors work well at carrying voice, which is what they're supposed to do. The mics do a good job at cutting out ambient noise while carrying conversation, as they're double-sided and can thus distinguish. But they're pretty low-fi for music. Like, quite low-fi. If they were a car radio, they'd have one speaker and look like this:
If I really want to listen to music in a noisy environment, I wear Etymotic ER6 earbuds. They cut down ambient noise considerably as they're basically earplugs, and they sound great. I can wear them for hours comfortably, and if you're worried about police they're almost invisible. I wear them on planes, too. Not as good for conversation with your passenger. I once had my header come apart whilst driving the rally car across Nevada, and I didn't notice until I pulled into a gas station 
I recently found Plugfones. They are earplugs with tiny speakers in them. The earplugs come in foam or rubber, and have an NRR of 24dB or so. I use them at work to play music in a noisy environment where hearing protection is required by rule and common sense. No bosses have noticed the wire, because it looks just like corded earplugs. So, I get ultra clear, full range (actual bass!) music, and the music in the earplugs helps drown out the rest of the annoying noises, without being turned up loud enough to cause more damage.
The earplug parts are a little pricy, but I figured out how to mod the foam ones that work provides to make them work with the speaker insert. Hot paper clip to the rescue!
Also, I can hear people better in that environment with regular earplugs than without.
In reply to Keith Tanner:
Lo-Fi for Music is fine with me!! Anything beats The very little, I can hear with the top down!!!
