Hi there,
I also play in church. It's a small building - 250 people max - and I'm in a "drum cage" plexiglass construction. The volume inside the cage is VERY loud - I use ear protection when I practice.
I have struggled a long time to get the right headphones for playing.
Eventually I settled on the following combination, which works very well for my needs.
For headphones I use Etymotic ER-6i in-ear buds. You can buy them for around $80 or less (check on Amazon.Com). They work great ONLY IF you can achieve a good seal. The manufacturer claims 34 - 42dB noise reduction, I'm not convinced that it is quite that good, but the noise reduction is still pretty good in my opinion - better than what you would get with regular over-the-ear headphones in my experience.
Here's a link to the product on Etymotic's website, but don't be confused by the price listed as $149 - that price seems to be for a newer model, the ER-6i B:
http://www.etymotic.com/ephp/er6i.aspx
and a picture:
Then: on top of that, I use a set of Pro-Ear ear muffs that's designed for shooting sports. I find that this helps to reduce the noise in the drum cage even further so I don't have to turn the volume way up and damage my hearing.
There are many brands and models out there, but here's a link to the ones I use:
http://store.altusbrands.com/product_p/pe-33-u shooting.htm
and a picture:
I put in the ear buds, then I wear the muffs on top of that.
I find that this combination works really well - I can hear the mix clearly coming through the headphones, and I can still hear what I'm playing, but at more comfortable hearing levels.
The drums are mic'ed so I can hear what I'm playing and what it sounds like in the mix.
Anyway, there's my 2c. Happy drumming!
V