Like Thisby, I also try to time it to when it's time for a new tampon anyway. Those suckers slip right out no matter how many kegels you do, lol.
For me that's usually not a problem. My period is so heavy I have to change them very often anyway, but for people who don't bleed that heavy it can be very irritating, even painful, to take them out when it's not time.
I've tried the Insteads. I found them messy to take out & they often slip out of place for me. I have read some really good things about them though & I've had many years of "female problems" & many surgeries, so that probably plays into it.
I look forward to trying the other menstrual cups. I'm sure each one is shaped a little different & hopefully I'll find one that works for me. I really like the concept of them.
I also found on the lighter days toward the end of my period that the Instead cups had an easier time staying in for me & were actually much more comfortable than tampons. They didn't dry out the vaginal canal & get that "stuck" feeling like a tampon would.
Give them a try, you might like them. You can find the Instead brand next to the tampons in your local walmart or walgreen's. They weren't really expensive either.