I LOVE the Instead Softcup (http://www.amazon.com/Instead-Softcups-Feminine-Protection-Count/dp/B000X29GY6).
It took me a couple days to get the hang of proper insertion, but by the end of my first period, I could do so quickly and have no leaking. Now it’s not a problem at all (but you can wear a pantyliner just in case).
Once it is in, you cannot feel it at all. There is also no risk of toxic shock, so you can leave it in all day. If you have a heavier flow then you may need to change it within 6-10 hours, but on my light days I can easily go a full 12 without a problem. I just change mine when I wake up and when I go to bed. Makes me feel like I’m not even on my period!
Cost wise it is also great. I use the same cup for the whole period (even though that is not how it’s advertised). I simply take mine out and rinse it with warm water and soap in the sink, pat it dry, and reinsert. So a single pack will last me a year.
You do need to be comfortable with your body and your fluids though, as you will likely get blood on you. I don’t mind this when I’m home, but some are bothered by this. Also, when you are out somewhere else, a trick I use is to take a plastic sugical glove and use that to take it out. Then, if I want to throw it away (because you’re using a public restroom and can’t rinse it), I just roll the glove up over it, flipping the glove inside out, to contain the cup and the mess. Easy! Then simply insert a new cup and go on with your day.
Also, bonus – you can have sex with the cup in, which is quite unique. It’s not completely mess free, as your partner will likely get a little bit of blood on him, but there is no need to lay down a towel or anything. Very little mess, and neither my partner nor I could feel it.
Anyway, that is my review! I love this thing since I hardly have to change it, I only need one per period, it doesn’t hinder sex, there is no risk of toxic shock, and it just plain feels good (meaning I can’t feel it at all)! I tried tampons again once since I started using the cups, and omg, it was painful. I could feel how much it dried me out. That solidified my decision to use softcups.
ETA: The only drawback I see with the Instead softcups is that it isn’t advised for ladies with an IUD. The softcup sits against the cervix, so it can knock an IUD out of place.