I have worn Bose headsets in a previous life on much longer legs in a similar noisy airplane.
The noise canceling can't be beat. You are in a cone of silence. The reason that I actually prefer the company provided headset at SWA is the Bose would give me a headache after about 2 hours. It is definitely a personal preference. If the clamp headset style doesn't bother you, it is absolutely worth it. I just can't get past the weight and pressure it puts on your head.