Same, I keep discreet earplugs on my key chain and discreetly wear them in bars or similar unexpectedly loud places. Most people don't notice them even when they know I do this this. I'm a big fan of Earasers, which I bought for rock concerts, because they're generic musicians ear plugs (and therefore don't muffle people's voices), and they're practically unnoticeable.

For actual rock concerts, I have molded musicians ear plugs which make the music sound just incredible, and I have no discomfort afterwards. I also highly recommend those.