I got my teeth cleaned last week, and while I was at the dentist's office, I asked the man if he could make me a custom mouth guard. He asked why I needed one and I told him that I've been boxing. He had his assistant take a mold of my top teeth right away and I picked up a perfect fitting mouth guard three days later.
I don't get nearly as tired during sparring, because I can breathe so much more easily than I could with the slobbery poor fitting mouth guard I got from the sporting store. A perfect fitting mouth guard for $30. Totally worth it.