If it's just a matter of volume reduction, any number of ear plugs will do the job.
If you are looking to provide yourself with a custom mix of the band and yourself, then that gets rather complicated, as everything has to be mic-ed up, and you'll need a mixer to then blend everything together, which could be rather expensive, and time consuming.
If your band is normally mic-ed and you normally have a monitor provided, you can look into getting in-ear monitors, which could allow you to hear what ever is coming through the monitor more clearly, and at a reduced volume. Although you're limited to what ever is coming out of the monitor mix.
If your band brings it's own mixer that they keep on/near the stage, you can see if you can get a line out, and run that into a small head phone amp. Although again, you're limited to whatever is running through the mixer.
The answer really depends on your situation, and just what it is you hope to accomplish.
HIya, you would need headphones with a good range- I have a great pair of in ears- with 10-22K range- a headphone distribution amp, so you could control the volume also. Only trouble is you will need a mixer also so every one can get fed to it- inc axe players by di boxes- suggest Behringer as affordable and reliable gear- I have used it for years in the same situation- mainly in my case as I tlaked all the band to go with in ear monitors and we bought 2 units..If you wanna go cordless headphones- you are talking big money!
We just did wired ones and with 2 boxes had ample headphone outs....this way you can allk hear if the axeman is playing too damn bloody loud as usual- maybe throw a drumstick at him in anger!
Good luck- if I can help further please ask mate!