Headsets that let you hear the wind?

Thanks everybody for the suggestions. I should have added that I can't
use the radio without the headset, don't want to damage the headset, and
don't want to look like a nut in front of my passengers with my headset
half-off, which leaves "buy an ANR headset with poor passive noise
reduction" Sounds good to me!

I can picture the funny looks from the headset vendors already....