I have a headset from Clarity aloft see wwwclarityaloft.com it has a socket for an audio input and works very well.
It has earieces that fit in your ear so very good noise reduction and light weight.
I would suggest an MP3 player as this is smaller and because it has no moving parts it will avoid vibration and the need to change CDs. This combination works well on long journeys and it is easy to listen to music as well as listen to the aircraft radio.
I think I have seen a box that you can plug your headset into and also plug either a mobile phone or external audio source into. These probably do the same thing as the above without the expense of a new headset. Please let me know if you find one of these as I would like to get one.
All of the above only put audio on one headset rather than the whole A/C audio. Some of the intercoms on the market allow you to add audio for everyone with the abilty to isolate the pilot.