period products

So I've been thinking about trying the cup or period panties (like thinx) but I dont want to waste my money. What are your preferences? Is there a certain brand I should try? For a little more detail on my own preferences, I used to be a strictly pad person but now I can't stand them and prefer tampons so much. My main issue with them though is that either pads or tampons seem really awkward for period sex and I was thinking the period panties would make things less awkward and make me less self conscious (my boyfriend hasn't said anything about the pads being gross but I feel like he's always looking at them when he takes my clothes off and I've never tried to stick with a tampon and just take it out in front of him).