The easiest way to see when your headphones leak is to adjust the audio levels when your not wearing them until you can barely tell what is playing. As I normally do this with music or videos to avoid disturbing those around me, the same can be done for games too.
As for types earbuds can be very low due to them being in your ears, on-ear headphones are about middle of the line, closed back over-ear headphones can be loud but depending on the make can be better than earbuds and not leak at decent volumes, and open back over-ear headphones well they just shouldn't be used for this kind of stuff as they don't actually block noise but I guess you would at least hear people when people are coming your way possibly.
