I just picked one of these up over my last period cycle at Target - haven't stopped raving about it since! You can't feel it at all, and I've seen absolutely no leaks so far (and I have a relatively heavy flow! I'm used to going through 3/4 super tampons a day on the first few days of my period). The mess-free period sex is an absolute plus. It doesn't feel like I'm bleeding whatsoever!
Insertion gets easier with every time, and frankly, once you figure out what it is supposed to feel like, it's just as easy as putting in a tampon! I will say, taking it out is definitely a learning curve. Made a bit of a mess the first time I took it out, and I would recommend taking it out in the shower if possible!