For phone calls, I need either a headset or speakerphone, and when I'm at an office with other people or lab with noisy hardware, or working at home and my wife's around, the speakerphone's impractical. I used to be on the phone for an average of 2-3 hours a day; with my current work it's usually a bit less, but there's still a lot.
And switching between different kinds of headsets is annoying, so I usually don't bother.
Noise-cancelling headsets are nice if I'm not going to talk to people much. The Bose set I have is good enough that I can actually talk to people with them on, but it looks weird to them so I usually don't.
For some kinds of work I can listen to music, but it mostly has to be instrumental, not anything with lyrics; programming's too verbal to have other verbal distractions. And sometimes with spacier music (some jazz, or Grateful Dead instrumentals), I'll occasionally notice that I've floated off into the music instead of concentrating on work.
For mostly-physical jobs like cabling or especially driving, I really want radio or music to keep the monkey-mind busy so I can concentrate.