Sheldon has good advice and it is what I do as well. I have Peltor ComTacs. Their NRR rating is 25. I didn't know they had any out with a NRR of 29. That definitely "sounds" like a better way to go. You can't have too much hearing protection and sound pressure actually doubles for every 3 db increased.
Not all muffs will seal perfectly, hence they usually can't provide the full NRR rating. So, things like hair and glasses will allow some noise to leak into the ear. Adding plugs will offset any leakage from the muffs. Additionally, plugs that work really well can also leak if they are not seated properly, so the muffs provide that first barrier of protection.
With my ComTacs, I do ramp up the volume to full. The net result is about like being able to hear at normal voice volume as if you were just having a normal conversation with someone across the dinner table from you. In other words, the the muffs pump in non-ballistic sound loud enough to compensate for the plugs.
Another benefit of doubling up is that it helps prevent some of the nasty surprises that occur sometimes when somebody near you discharges a gun after you have removed your muffs, such as during a time when you think there is a cease fire and the gunner doesn't know.
One down-side of ramping up the volume is that you will go through batteries faster as the higher volume draws more juice than when the volume is low.
The combined auditory protection (doubling) with the ability to hear normal sounds or range commands makes the battery issue fairly insignificant.