If you're prepared to wait for ebay bargains you can do well - I managed to pick up a Pilot PA17-72 ANR headset new for £125 so you don't need to pay the earth for an ANR headset. Its pretty good,, but doesn't sit that well with sunglasses, cant afford a second mortgage for the Bose ones though.
Its funny though that now I have more hours I sometimes forget to turn on the ANR & don't notice! I don't panic when the battery runs out anymore either. My instructor uses a very battered pair of passive Dave Clarkes (seemingly on principle) & still hears 1000 things I don't.. seems the main trick is to actually listen!!