Seeing the Cro-Mags at the VFW hall (can't remember which one) taught me a hard lesson about ear protection at shows. They had multiple speaker stacks from the floor to the ceiling on both sides of the stage. It looked cool but the volume in that space was just stupid. My ears rang for several days.
Now I use ear protection at all shows. If I forget some I stuff pieces of napkin in my ears. It can even help the clarity. I saw Russian Circles a few weeks ago and the lower frequencies with my earplugs out kind of muffled the whole sound. Clearer with the earplugs in.