I wear disposable foam plugs when going for a ride when its cool out. If I don't I usually get a headache.
Not all foam plugs are made the equal. I have found some to be too dense/hard after an hour of wear. When I find a soft/pliable pair I'll stick to buying them.
I also wear plugs when I'm riding my motorcycle with either my full-face or half helmet especially when there's a lot of hi-ways involved.