I harldy ever wear ear plugs, I just hate not hearing everything around me as well.
I used to use the gel/clay ones, but they're not as quiet as the ones I normally use and they fall out too easily...
I use these ones when I chose to wear plugs because they don't fall out easily and we have leftovers from when we sold the machine shop:
http://www.howardleight.com/earplugs/quiet
They also have these, which will be my next order:
http://www.howardleight.com/earplugs/pilot
The "quiet" ear plugs reduce noise by 26 or 27 decibels, and that's a lot.