I must admit, after my last lesson my ears were pretty sore from the school's headset.
I've been scouring Ebay and have seen a couple of possibilities. I don't really want to spend £300+ given the stage I'm at, but it seems to be get a cheap set for < £100 which probably won't be much better than the school's sets, or spend > £300 to get a decent ANR set, not much in between!