This depends how much you want to spend.
If you don't care what things sound like, industrial foam or rubber earplugs are really cheap and will protect you very well.
If you don't have a lot to spend, but want to maintain integrity, I'd recommend the ER-20 plugs from
Etymotic Research. Google for online stores - some sell them cheaper than others.
If money is not as big a deal or you want the best sound integrity, you can get custom fit plugs. They take an impression of your entire ear, and fit a filter into a plug that fits you perfectly. Etymotic is one of the companies that makes the filters, but you will have to be fitted by an Audiologist for the plugs. Mine should be in next week, so I'll post how I like them.