Headphone with alot of isolation from external sound

I record audio from the soundboards at clubs to mix with the multi camera videos then edit and post to youtube/facebook, etc..

Problem is I have a few sets of closed back over the ear headphones, but during the show I can hardly monitor what is recording because of the loud music.

Im looking for suggestions for low cost ($40 ?) headphones. Since after I set up my equipment I sometime have to leave it unattended while I go record video I dont want to loose a real expensive set if someone grabs it.

Good isolation ain't gonna happen for $40. I know of two with superior isolation.

1) ExtremeHeadphones EX29.

2) I can't remember the brand. IIRC they look just like Peltor hearing protectors.