Plugs are the way.
Forget the pharmacy, shitty ear plugs are exactly that.
Go to audiologist, have them take a casting of your ear canal and make you a set of attenuated ear plugs.
These things are not only incredibly comfortable, but they also fine tune them to reduce particular frequencies (as was mentioned, particularly the high ones). It's almost like a having a small mixing desk in your head, that cuts any shrill shrieks, and allows the bass to pop through a bit more.
I bought a set of Protec Ear moulded ear plugs around 8 years ago. Including my visit to the audiologist to take a casting of my ear canal, it cost me R750, I believe.
Best R750 I've ever spent. I would recommend a pair to every single person on this forum.
...Just ask someone with permanent ear damage whether they'd pay R750 to have full hearing again...This is the kind of thing you need to buy before your ears get damaged, because once they are, there is no fixing them ☹
http://www.protecear.co.za/