I just started wearing Skybuds.
https://skybuds.com/ The noise cancelling is on par with the over-the-ear headphones, but you aren't trapping in the heat. I tried to wear the over-the-ear Bose headphones on the trainer one time and couldn't make it past my warm up.
I met one of guys who started Skybuds a few weeks ago and he gave me a pair after I complained about all the headphones I've ripped through while training. I might be biased, but these are hands down the best pair of headphones I've worn in training and everyday use. So much so that I bought a pair to give to my bro-in-law for Christmas after using them for a day.
Like many of you I'm sure, I've burned through lots of headphones from sweat and general use, so have tried plenty of them -- Bose, Beats, Yurbuds, Monster, etc. Love that the Skybuds are actually wireless (I hate that tether thing), are sweatproof, fit perfectly in the ear (comfortable & don't fall out; no wrap-around thing), and have awesome sound.
Only downside is the price tag. It's hefty - $249.99 - but well worth it IMO.