In my line of work, listening to headphones has never really been an issue. Of course, it's likely that I've not allowed it to become an issue by blocking out any protests with some righteous guitar riffs – although as this article discusses, that's only going to fuel the ire of opponents of tunes in the workplace.
Listening to music can be a wonderful escape from the often vile realities of the workplace. When I'm settling in to do some serious writing, listening to familiar, comforting sounds can be a great help in passing the time and getting things done. Of course, I listen to music with respect for my environment, as should anyone who does.
Keep your music at a volume that isn't likely to bother anyone sitting next to you. Even with expensive headsets, it's likely that listening to music at a loud volume is noticeable to those around you. Also, make sure that you listen to music at a volume that won't prevent you from hearing the phone or another colleague trying to get your attention.
While some people may feel that listening to music throws up a wall between the listener and the work environment, I disagree. Being comfortable and in the "right place" to get ones work done is important to producing quality work.
Keeping basic etiquette rules in mind and reducing reasons for colleague to be against you listening to music can result in a rewarding aural sensation that makes the day go by just a bit faster.