A lot of open floor plans don't address natural light at all, in that there still isn't any or most seats are too far in to really benefit and most of your light still comes from florescent bulbs.

I'd take a private office over natural light any day, the natural light thing is mostly fixable, just buy a couple of floor lamps and put full-spectrum lightbulbs in them, then turn off the overhead florescents. This isn't exactly like natural light, but is close enough in terms of how it looks and proper full-spectrum lighting has been shown to be effective against seasonal affective disorder (I don't suffer from this, but the fact that they work here suggests they are psychologically a good match for people who need natural light).

There's no real fix for open offices though. Headphones introduce a whole host of other problems and don't detract from the visual distractions or constant barrage of people trying to pull you out of flow.

My current job is an open plan office (one that is at least flexible in allowing for a lot of work from home). My next job will absolutely not be in an open office. I've finally decided this is a dealbreaker in terms of any future employment.