Yes, always. I won't shoot one shot without hearing protection any more. People who shoot without hearing protection are permanently damaging their hearing with every shot. It is cumulative, irreversible, and you won't know until it is too late.

My hearing has been severely damaged by doing too much shooting without protection and other dumb stuff. I have constant tinnitus and frequency loss and bad balance.

I use Etymotic hearing protectors lately while hunting, they are built something regular like hearing aids but are meant for shooters. Work OK and cost much less than prescription hearing aids.

I otherwise use electronic muffs, and somethimes the valve type ear plugs that still allow some sound in while giving some blast protection.