In general, if the performers are wearing them, you probably should be, too. Your health is not a good place to think about being worried about what other people aren't doing to protect theirs.
I got a pair for EDC after realizing the foam earplugs were ruining the music. These reduce the volume with minimal muffling. Also pretty cheap considering they'll last a long time.
I picked them up at guitar center - they can help you get the right ones.
Went to a kids show, some disney tripe or other, volume was painful for me and made my youngest at the time cry ... movie theatres clearly have a thing about being loud but surely that doesn't help to make them a place anyone wants to be. Yes, I went out and spoke to someone and had the sound level lowered, it was still loud; I'm sure it was beyond the safe working volume set by Health & Safety Executive [UK] though. Amazed that it's not monitored and set automatically.
I started using them in the 90s rave scene in SF. I would go to a party and would always bring earplugs with me, extra ones and hand them out. Especially to people who appeared to have had... a little too much. Sometimes handing a plastic bag of earplugs to someone who has had too much is a great thing from them as it helps them center a bit more.
I personally think that all concert ticket windows should hand these out with each ticket purchase/pickup.
One time I got grabbed by a bunch of bouncers and forcibly expelled from the venue - they thought the purple earplugs were drugs. Once they realized they were super apologetic and we had a good laugh about it.
