I always carry earplugs when I go to shows. Sometimes it's the nice plastic ones; sometimes I lose those and go back to the foam ones. Sometimes I forget and uses pieces of tissue (don't do that. When those pieces get stuck, it's slightly terrifying picking them out of your ear).
Last time I took one of those free hearing tests, I could still hear everything I should for my age range. I can still hear high pitch ringing (like from old CRT monitors), so I think my hearing is in decent shape for being in my 30s.
Hearing loss is a big problem in the US and it's spreading throughout the world. You don't want to be shelling out money of hearing aids later on in life (some are covered by medicare, but still) and once you start losing hearing .. you start to become isolated from people and friends. You will miss things and people won't bother repeating them or you'll just laugh and pretend you heard. It's isolating (according to a sign language instructor I had -- who wasn't deaf, but very impaired).
TL;DR Take care of your ears! Always have earplugs if you see live music a lot!