Custom earplugs are the best because the efficiency of the ear plug is not based on it's rating, but more importantly how well it fits your ear. I have always had a tough time finding anything that fits me, but I found some great earplugs at a gun range. I suggest you visit one and see what they have- their custom earplugs are only about $40, instead of the $150 or so that are available online.
Classical music is the best though. I put the volume at a very low level and start studying. Some music, like Mozart's string quartets, can be listened to at higher volumes and still be able to concentrate on your work. Bach's piano fugues are much more difficult to ignore, so the volume has to be very low. Experiment.