I've settled on the foam tips. I tried the supplied black plastic tips and bought a set of triple-flanged tips which didn't work at all.

Vital to a proper fit is correct insertion. I've shared the proper method with many folks and they always come back with "Wow, that really makes a difference"

http://ehs.sc.edu/modules/Noise/plugs.htm
http://www.webbikeworld.com/Earplugs/earplugs.htm - 3rd bold heading