Several bloggers saw an earpiece, but the evidence isn't 100% clear. WillyLoman captured what appears to be a tube from her eyeglass arm straight down to her ear canal:

But in this closeup by slywhite, there is nothing obvious running straight down from her eyeglass all the way to her ear canal, although there appears to be a vertical bar going halfway there:

This closeup by plaidlemur doesn't clarify much about the possible tube/bar:

Here's a good closeup of Palin's ear at an earlier press conference about the Exxon Valdez. There is nothing resembling a bar or tube descending from her eyeglass arm into her ear.

So was there something there? We need more photos to be sure! 

Update 1: Here's a good video clip of Palin speaking. She has a short bang in front of both ears, but the sideshots have plenty of distance between that bang and the tube/bar. Notice how she never turned her head - was that to prevent cameras from photographing the earpiece?

Update 2: Here's a good anatomy of the outer ear: