How do you sound when you're playing an instrument? With foam earplugs I can't determine my volume with respect to others in the band.

It's still difficult to tell. I usually sound check without them in, then put them in. As with any earplugs it's not going to sound the same, but I've found any "tree design" earplugs, like these are WAY better than foam earplugs.

Traditional foam ear plugs expand and hurt my ears for days after wearing, are these painful at all?

Not for me. I don't like the foam plugs either, but this type of ear plug uses soft rubber seals that are far more comfortable. More effective quieting, too, because they fit better & create a better seal.

Hello! Can ear muffs/closed-ear headphones be worn over this? This in the context of deejaying.

It really depends on the headphones you're using. If they don't have a cup depth (space between your outer ear and the innermost part of the headphone) of at least 1/2 inch, you may feel the earplugs rubbing against the headphone. Another consideration is how large the tone holes in your headphones are. Theoretically one of the stems could go through the hole and perforate the transducer. I tried these with my old (80's era) Pro/450 Koss headphones and there was some friction.

is there anyway to attach a cord to these? if so, where could I buy the cord

Yes. These earplugs have the same exact stem as the Etymotic ER20 plugs (the rubber part is probably "Large fit"). You can buy the cord for the other plugs, but unfortunately it costs nearly as much as the plugs themselves. If you really want a cord, buy the ER20's and now you have a cord and a spare pair of plugs and case.