I use Bolle Parole glasses (for smaller faces - they make a couple of different styles and are not outrageously expensive) with the prescription inserts that I had done at the local eyeware place. They work very well, come with 4 different color insert lenses (orange, clear, brown and dark/mirrored) and a soft case. You can get them ground through mail order like Performance or Nashbar if you have your prescription. See their catalog.

The only think that is bothersome is that when I sweat a lot on the forehead the sweat will run down between the insert and the lens and then you have to take then apart to wipe off the gunk. Not a big deal - just double the work.

Riding without protective glasses is a pain since for me anyway my regular everyday glasses allow the wind, dust and bugs to come in around the sides and get into my eyes. OK for short trips to the store but not for an intense, long rides.