I ALWAYS take plugs to their shows after seeing them the first time. A lot of venues will give out plugs - At the warfield you give a donation at the coat check and they'll give you some. Not sure about the Fillmore. Every one of their shows, including SW solo, are very loud. The In Absentia tour was at the Warfield, but I saw them at the Fillmore too with Adrian Belew and one of his side projects. Very cool show because they played the entire Fear of a Blank Planet album before it was released and then did a shortened regular set. I had tickets for the Raven tour at the Fillmore and got sick
I had to sell my tix. I think it is the only show since 2010 that I haven't made it to see him/them.
Saw him most recently at The Masonic and I hope he goes there again:
http://forums.audioholics.com/forums/threads/steven-wilson-the-masonic-in-sf.105497/