i think a great foam actually blocks out more than an acrylic case. at least that has been my experience even with great fitting customs.
A good way (for me, at least) to test out whether you have a good seal in both ears with a custom, is to talk with them on, and the music off, you will hear the difference if they are set right.
Do you do a twisting motion, from front to back, when inserting them? Don't just put them straight in.