I have tried lots and lots of earplugs. I have small ear canals and am a light sleeper. My very favorite for sleeping are these Moldex Pura-Fit: http://www.earplugstore.com/mopuuffopln3.html
. Cut the ends if they are too long, but I haven't had a problem. This company also sells sampler packs.
For walking around and not being bothered by waaaay too loud music, or pulse jets, or vortex cannons; I love Etymotics in the standard size: http://www.etymotic.com/hp/er20.html
. The frequency response is almost flat at 20db down. I also have custom molded ones, but they do not have enough attenuation.