I have a pair of fancy "docs" these are the ones that are a hard piece that fits into your ear, I find that they are not that good when you get hit by a wave etc. I just use cheap silicone ones instead (Target has 12-packs of clear ones for like $3.50) sometimes. I find they help a lot with wind/cold as well as keeping water out
Docs are soft silicon, not really a hard piece. You have to get them sized by someone that knows what they are doing, or buy the complete sizing kit.