Excellent thread. I was just about to do a search for the topic, or post a new thread myself. I already knew that I should be using earplugs, but had never bothered to get them yet. On Sunday I went for a fairly long ride, including a relatively short stretch on Hwy 1. Not sure why it was worse than usual, but the noise really started bothering me. I think there might have been a strong headwind, in addition to the speed.
I just ordered 100 pairs of these, for $14 shipped:
Didn't want to buy a huge number before seeing how well they work.
Edit, on some of the previous comments: If your earplugs seem ineffective, you're probably not inserting them far enough. Make sure that they're fully inserted into your ear channel. As described above, roll them, shove them into your ear, and hold them in place for a few seconds until they expand. We used them for combat exercises in the army. They do a decent job of damping a gunshot next to your ear.
Never had a problem removing them, even the straight cylindrical ones. I wouldn't be worried about them getting permanently stuck in your ear.
If they get filthy, and you don't have extra clean ones, you can wash them off with soap water.