Another vote for the Etymotic earplugs. The ER-20 model is very reasonably priced and, like larryrs, I've used them for years for motorcycle riding where, as in listening to music, you want the full spectrum of sound of what's around you.
They also have the advantage of coming in different sizes. One of my ear canals is larger than the other so I've always bought one pair of the standard size and one pair of the large size, split the pairs and had two pair that will work for me.
One other tip is to buy an eyeglass cord, the kind that are designed to let you take off your glasses and let them hang around your neck. The ends slip perfectly onto the Etymotic earplugs, meaning you can take them out and still have them hanging around your neck, ready to use again and lowering the risk of losing them.
They also have the advantage of coming in different sizes. One of my ear canals is larger than the other so I've always bought one pair of the standard size and one pair of the large size, split the pairs and had two pair that will work for me.
One other tip is to buy an eyeglass cord, the kind that are designed to let you take off your glasses and let them hang around your neck. The ends slip perfectly onto the Etymotic earplugs, meaning you can take them out and still have them hanging around your neck, ready to use again and lowering the risk of losing them.