I've got some custom moulded ones, and take them to every gig or club that i go to. They've got interchangable filters, but i've only got the -15dB ones (can get 25 and 9). The response is pretty even across the board, so everything just seems quieter, rather than muffled. You can also have a conversation with the person next to you, and actually hear them!
They cost about £100, but they are well worth it- comfortable, work well, and save my hearing, which is something very important.