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I would have to disagree on this.
“good noise cancelling headphones, BOSE and the likes, do not do anything nasty to the programme material, they only attempt to cancel the ambient noise”
The process of active noise cancelling is an attempt to reproduce the ambient soundwaves, only in opposite polarity. These noise-cancelling waves are reproduced by the same transducer that is trying to reproduce your program material, and the noise-cancelling system is not perfect. That can certainly color the program sound. While it may not necessarily be audibly “nasty”, and I would hope the premium noise cancelling phones do it better then others, it certainly can have an adverse effect on what you are hearing through your headphones compared to the actual captured sound.
Noise cancelling circuitry works best for steady-state ambient noise, such as an airplane engine, which is one of the main reasons they were invented in the first place. That’s great for consumers listening to their iPods on a long plane ride. If you’re trying to shoot in a location with that much ambient noise, you’re likely going to scrap and redo the audio anyway. Cancelling reverberations or sporadic external sounds is not what the technology was designed to do.
Consider also that even more directional microphones will still pick up some ambient sounds (lights buzzing, fridge humming, etc). If you’re using noise cancelling headphones, what your ear gets is some mix of the ambient noise that the mic hears, the ambient noise that bleeds through your headphones, and some level of the ambient noise with reversed polarity that your noise cancelling phones are mixing into the headphone output. There’s no way to clearly determine what portion of the ambient noise you’re hearing (or not hearing) is actually being recorded.
Good circum-aural, closed back headphones, that physically isolate your ears from outside sound are the best choice for monitoring. Using omni, shotgun, or lapel mics doesn’t change this fact. If you’ve used noise cancelling headphones and had okay results, that’s fine, but I would argue that is likely the exception rather than the norm, and certainly not worth the extra hundreds of dollars for a premium noise cancelling set.