Yeah, Direct Sound is definitely the top choice for drummer's headphones. Best non-active isolation that you're going to find.
In a pinch, some inexpensive in-ears would work, look at Shure SE215s or 115s. You want something with interchangeable foam and/or flanged rubber tips to get good isolation.
Playing along with music is a good start, but I'm going to go ahead an be a TB dick and say that the best thing to do is to practice with other musicians. You can play along to recorded music till you're blue in the face, but it'll be much slower going than playing with other musicians.