I don’t go to many loud concerts - not many concerts at all actually - but I do take along earplugs of the foam type if I think they might be required. I think I have only used them once, and that was at a Midnight Juggernauts gig. When I first inserted them I thought “Gee, this really deadens the sound”, then after a few minutes I hardly noticed it and was enjoying the sound as much as ever.
I did a very silly thing - flew across the country to see and hear Porcupine Tree, diligently packed my earplugs, then on the night I forgot to take them to the concert. I realised my mistake as soon as the support band - the highly inappropriately named Sleep Parade - started playing. I guess being the support act they felt they had to be extra loud to get attention. Porcupine Tree themselves, though, were at a quite tolerable volume, which was a relief.