We tried ear plugs and they were okay. I did buy some over-the-ear headphones, like you would use for hunting. They are bulky and they look funny, but my son absolutely prefers those if we go to a movie theater or some other place that is excessively loud (like amusement park). He doesn't wear them everyday, but he needs them in certain situations. People have made comments to him about the headphones. He could care less about their comments, so I don't care how it looks to other people either.
My son doesn't want music in his ears. He was very clear on that point.