Ear Muffs are the only way to go.

Sticking things in your ear is stupid, it shoves the wax down inside and when you pull it out it's coated with wax so dust and other crap sticks to the plug easily. You need to boil ear plugs before re-using them otherwise you're asking for trouble.

I use Peltor earmuffs, +5 rated ones. They offer 35db of attenuation and they're comfy and well built.
The parts are made in Europe somewhere and then assembled in Mexico, so they're quality goods made to fit a budget.

I know what you mean. The rock band I used to play in was LOUD. I have found that anything that you put over or in your ear to actuate the sound will give you the "head voice" problem. If the dB level is that high, the best solution is to have everyone turn down. If they can't hear themselves, then they should use a personal monitoring system such as an ear bud connected to the line out of their amp with an inline volume control. Put mutes in the drums.

Seriously, as musicians or engineers, our hearing is instrumental! Don't blow it with a few years when you are young on rock and roll without protection.

just my .02

THere are ear plugs with vent hole in them. Then may help.
http://www.protectear.com/products/list_products.asp

Thanks all three for your replies.

RhinoRob