When I saw this question about the Instead Softcup, I had to chime in. I love this thing. What is it, you ask? It's a soft, non-irritating cup that contains your menstrual fluids in a snug little pouch that fits under your cervix. If it helps you visualize the thing, it looks like a diaphragm, though it's not a method of birth control.
I like it because I can put it in and not think about messy leaks for four to eight hours (or longer on light days). It's also super comfortable, and sometimes pads and tampons are not. The only tricky part is inserting it. It's easy once you practice, though, and thank goodness the instructions are clear and helpful.
Two notes: It's affordable at $10.49 for a 24-pack, get it here. But you cannot use it if you currently have an intrauterine device (IUD) for birth control.
When your AF arrives, what's your favorite method of containing her?