We're all on headphones for band practice; I use a pair of (over-ear) Audio Technica ATH-M50s. I'm direct to the mixer, the (acoustic) drums are mic'd, and the guitar amp goes to an isolation cab. The only sound in the room when not wearing headphones is the drums, the vocals, some muffled noise from the iso cab, and quiet twanging of guitar strings. I was originally using in-ears, but it turned out that full isolation just wasn't needed - the M50s are enough to get the drums to a comfortable volume, and the cymbals that get muffled I can bring back in through the mixer. And they're a lot more comfortable to wear for a long period, and less faff to get in and out.