It depends on your position.
In my case, I tend to listen to music or even the radio, because I'm in IT, but people in customer service or other partners can't, as they need to be really concentrated on what they write in emails or what they say.
In our case, it's fine to listen to music, I personally use Grooveshark, and others use Spotify, but anyway it's rude if you listen to music so loud you cannot hear if someone asks you for help.
My trick is to leave one ear out of the headphones, so I can hear if people talk to me.
However, if it's really noisy, put on your headphones and only listen to music without lyrics, a little low. That way, you can concentrate on your work (because there's music in the foreground and the background sound is not heard anymore), yet any voice around you will be pretty easy for you to notice.
My golden trick:
Ask around if anybody listens to music. If nobody does, check if they listened to music before, and this was banned.