I use the original DC ANR headset, with a cloth helmet to stop it flying off at awkward moments. It does a good job and the ANR definitely makes a difference - as I've occasionally discovered inadvertently when the batteries have died.
I've tried my Lightspeed Zulu and, as someone else mentioned, it gets overwhelmed by the noise.
Getting the DC into the helmet, and keeping it there, and reattaching the earpads when they fall off, is a good way to get you nice and relaxed before the flight (not). So mine stays permanently in the helmet.