kann,
I tend to agree with the others about the usefulness of noise cancelling headphones affecting jet lag. It sounds like a load of rubbish to me, and that certainly hasn't been my experience after numerous international flights.
I've been travelling with noise cancelling earbuds for several years, both with active noise cancelling and passive. I've found these useful for reducing the overall background noise from the engines and cabin chatter, which helps when watching movies or listening to music. I sometimes leave them in even with no movie or music, as it makes it a bit quieter if I want to doze for a few minutes (I never seem to be able to actually "sleep" on flights for a variety of reasons, such as window seat passengers needing me to move so they can get to the WC. Also, the excitement of going somewhere new usually keeps me awake.
I've looked at the larger Bose (and other brands) over-the-ear headphones and while they may work well, there's no way I'm hauling those things all over Europe just to use them twice on the flights.
As Ray mentioned, I also try to stay awake until about 21:00 but sometimes that's really difficult to do, so on occasion I'll have a short "power nap" to keep me going. I also find jet lag worse on the way home (not sure why that is?).