I have been using double protection(Ear-pluggs + Ear-"gowns"). And I strongly advice everybody in a band to do the same.
And if you are listening to loud music in headphones you should be considering if it is worth a continius hiss noise in your ears for the rest of your life(Yes, there is no cure for Tinitus yet), So do yourself a favour, Turn down the volume!
/Johan Lindgren