I'm with FBB, I listen to music with inside the ear canal head phones. They are good at keeping noise out and give me something to ditract my mind while I shoot.
I listen to music when I am at work, mowing the yard, generally working around the house.
My work has us all on a hearing conservation program and I get tested at least once a year and if there is a shift I have to go through a review.
We do sound surveys at work on all of our equipment to make sure if there is a need for hearing protection that we post it and wear it.
As already mentioned, hearing a gun shot(s) that you shoot during an actionable event won't be heard but once all the dust settles and the bodies fall your ears will ring so bad they will hurt.. Especially if your next to a saw gunner, 50 cal or other large weapon.. At least that's what I have heard, I don't know anything..
Protect your ears and eyes! You only get two, at least for now until some wizz bang Dr. figures something else out.
I used to occasionally shoot a few with a new gun without muffs just so I knew how it sounded. Eventually I learned they all go bang so now I always wear protection