It's been twenty years since I got out, but while we wore them on the range or more formal weapons training, often we didn't.
Once we were hosting a "Family Day" wherein immediate family could come out to the field and watch us blow **** up. I was in an 81 mm mortar platoon, and while were dropping tubes I glanced over to some bleachers and noticed all the visitors covering their ears and cowering from the sound of the weapons and explosions. I then looked at all the jar heads and noticed none of us were so much as flinching. I knew then that I had suffered some hearing loss. Things have slowly gotten worse, and while I tease my father for being stone deaf, I know that if I live long enough I'll get there too.
Moral? Wear hearing protection if you can. If someone is shooting at you, you have bigger problems.