There are different types of ear plugs for differnt uses, for instance foam plugs will not help at all if you are using them to keep water out of your ears while swimming.
Custom earplugs for noise
These earplugs will protect your hearing even in extremely noisy enviroments. The noise reduction can be tested by an audiologist, and the reduction will be repeatable each time you wear them. They will not slip out by mistake, which is a huge problem with foam or plastic plugs, specialy if you have small ear canals. They usually are connected to each other by a string that can be clipped to your clothing.
Custom earplugs for swimming
These earplugs will protect your ears from getting wet. They are made form a soft silicon material wich is completely waterproof. The should be brightly coloured so that they can be found easily in water or amongst your swimming kit. It is best that they are joined together as it helps with not losing them and the string can be concealed under the swimming cap.