I use the Moon Cup, I bought it on Amazon for $17 with free shipping.
"The Cup" will be one of the BEST investment you ever spent!! I LOOOOVE my cup!! I was using tampon before I discovered the cup on one of veena's forum here (the link PoleFitMom posted). It's will LITERALLY change your life!!
TMI here -----
When I go on vacation now, all I need is to grab a couple of panty liner and my cup. And I don't need to carry anything else with me once my cup is in and panty is lined. The first couple of days (when the flow is heavy) you will need to empty your cup more often (like 2-3 hours), toward the end of the period, I can just leave my cup in for 6-8 hours at a time. No issue. It's awesome!!!
I tried the Lunette (I spent $40) and I hated it because the material is too soft where the cup won't "open" inside me, hence, caused leaking. The Moon Cup is made of thicker silicon where I don't have any issue with leaking, I pop it in, it opens up, I'm all set.
Every girls body is different, so you might need to try different brand to find the right one for you.
I love my cup so much I want and bought 2 more, one as a back up and leave one at work for "emergency".
Tips....bring a small cup/bottle of water with you if you want to rinse out the cup mid-day --- when you're not in a stall with a sink, a bottle of water works awesome.