The important thing is to buy a matched pair, because diferences in impedance may cause problems.
Make sure you always use one headset, exclusively for yourself, it cuts down on ear, nose and throat infections, possibly headlice, etc..
Also ensure each headset has a volume control, that way you dont have to fight over com1, com 2, & ident volume control.
David Clarks 10-40 upwards (new or second hand (£60)) are fine, Peltor's from my experience fall to bits. Generic DC 10-40, such as the HM 10-40, etc, are just not as good.
ANR are good, but not sure are worth the extra expense, especially when it goes AWOL.