I as well have the Sennheiser HMEC25. Still had them from the turboprop days, so didn't look for the new stuff on the market.
I must say you can't compare the open and the closed Sennheiser, so if you can, try for yourself.
On a sidenote, you might want to check with your Avionics guys if your headset is suitable for the audiosystem. In another airline I know of, they had lots of damage to the system because people were using a whole different scala of equipment.
Another new product is this one:
http://www.terma.com/index.dsp?page=168#
Not cheap, but really, really cool.