Even without headphones on, there are some who will walk up behind you and stand there silently, almost ninja like. You only know they are there from the breath on your neck.
When I approach someone's desk, I try to do it from the side (which isn't always possible with some cube configurations) so they can see me without disrupting their flow too much.
And there are some who will chat about innane things even with the headphones trick. They will tap you and ask how your weekend is. Not that they want to hear about yours...