I try to be very aware of where, who, and what is around me when anywhere, doing anything. As I've got older, I know a lot of awareness is slipping away; but still have enough to not be too worried about it.
As for headphones, I have several pairs. I have some that don't cover my ears completely and I can hear what's going around me. I have some, which cover my ears, that almost keep all sound out except that of the detector. I also, have some that are 'open air' type. They cover my ears, but also have slots in them so sound from the outside can come in. These are all just cheap headphones; but work well for me.
If I'm in a place that I don't feel comfortable, but want to hunt there anyway, the little Bersa .380 concealed carry makes me feel a lot better.