~Menstrual cups~

I was reading a thread the other day and everyone who uses a menstrual cup swears that it's the best thing you could use. I really want to try it, but I'm curious--
Does it feel uncomfortable at all? I can't imagine something that size sitting in there all day lol
Isn't sticking it in there/taking it out/cleaning it really messy?
Have you ever had it leak?
And can you use it while exercising or swimming?