Not sure if this has been said before, but the orange Howard Leight plugs which have been mentioned here are on the large side IMO. The Howard Leight LL1 Laser Lite Earplugs are smaller than their regular orange foam plugs. My wife and I couldn't stand the larger orange ones for long periods, but the smaller Laser Lites we can wear all day with little discomfort. All depends on the size of your ear canal I think.
Also, I wet my plugs before inserting them. (Yeah, I know, yuck! - suck it up) Roll them small and tight and quickly wet them and insert them in one motion. They go in easier and further. Too, after several uses, they start to loose their ability to stay "compressed" for long, which is a huge problem. In order to get them all the way in, they need to stay compressed long enough to insert them. If you squeeze one flat, it should take it a good 3 or 4 seconds to expand again.
Once you insert them fully, and they start to expand, you should notice an IMMENSE difference in ambient sound. IMMENSE !! Almost like you've been pushed underwater. If you don't, that's evidence that they aren't properly in place.
What's been said about most of the wind noise on the bike being down in the lower end of the spectrum is correct. Wind noise tends to be down in the "bass" end. That's why when you use ear-buds for music on the bike, much of the bass end of the music seems to get "drowned out". If you try to just turn up the volume to compensate, the high notes and cymbals will make your fillings rattle. The wind noise overwhelms the bass notes. About the only thing you can do about that is get ear-buds that are known to be "bass heavy", or use an MP3 player that has an equalizer and use it to boost the bass a bit.
Anyhow, that's my 2 cents. I've been grappling with this issue for years. Anyone want to buy a few of the dozen or so ear-buds I've experimented with?
Chris