I just got these a couple months ago:
http://www.etymotic.com/ephp/erme.aspx
I started with thes ones:
http://www.etymotic.com/ephp/er20.aspx
They have a flatter attenuation than foam plugs... but I still wasn't satisfied. The new ones are probably the best $150 I've spent in a long time. The actual mold is tuned to resonate like your ear canal and they are very comfortable. They take some time to get used to... but rehearsals and gigs and MUCH more enjoyable now less fatiguing. I highly recommend them. Put them in a little while before you start playing and they will sound more natural when you start. Just remember you talk louder with them in! I can't comment on how these would work if you are a singer.
Someday I'll invest in an in ear monitor system (IEM) which is the best.... but significantly more expensive. I actually purchased a used Shure PSM400 system off ebay some months back but sold it again after figuring out how much more equipment my band would need to purchase to get them up and running effectively. Things like seperate aux send mixes for each band member and stuff like that.