Avoid the Lightspeed PFX. The battery life is terrible (5 hours or less) and the battery box is huge. I ended up selling mine on eBay.
I have a new Bose which I really like, both fixed wing and heli.
ANR is absolutely worth having, and the price difference between the various ANR headsets isn't really worth making a bad choice over.
I called Lightspeed about the PFX and why they don't offer a coiled cord for helicopters, and the guy basically said the PFX doesn't work well in a doors off environment. So, I'm sticking with my Lightspeed Zulu 2. I have a number of students/clients with the Bose and that seems good as well (but I think the Zulu has better Bluetooth).
However, I agree that if you're just starting out, you might want to consider the David Clark 10-13.4 and then reward yourself with a Lightspeed or Bose when you get your first job!