I have incredible noise sensitivity with my migraines too. Bose noise cancelling headphones http://www.bose.com/controller?event=view_product_page_event&product=qc2_headphones_index are (IMHO) God's gift to migraine sufferers! Seriously, these things are amazing! Expensive, but for me well worth the investment. The headphones filter out background noise. They were originally made to be used by travellers on airplanes (and I've used them there as well...and it made for a wonderfully quiet flight), they've caught on and now people use them at work, just to relax at the end of the day, etc. If you can stand listening to very quiet, relaxing music, they work best when they're in use with some sort of audio like that. The headphones can be worn alone, without any audio, and will still cancel out background noise, but a little more seeps through when not used with audio. If you have the money, I would really suggest giving them a try. Worst case scenario is you don't like them, and you can just return them.
Hope this helps! ~Sarah