I know a lot of women that use the diva cup or a disposable menstrual cup, some people use a diaphram too, which is supposed to work quite well. I have never heard any of my friends make any negative comments on them, and they swear by them. They are much healthier than a tampon because there is no risk of TSS, and I have heard they are more comfortable as well. They are also supposed to decrease your flow as well over time as they do not draw fluid in the way an absorbant product would.
Now that I have weaned my 19 month old, I should be resuming a regular cycle soon and I am going to try a diaphram, since I already have one of those