Tampons or pads?

Which ones would u prefer? I'm 14 years old and thinking of going to tampons, only on a heavy flow. I've tried them a few times, but I didn't keep it in long, I had pulled it out right away, because it was uncomfortable. But a lot of people say that there better then pads. But at the same time people say that they are really dangerous because of the whole toxic shock syndrome. I don't have any trouble putting them in, I'm just scared about taking them out. It also hurt me taking them out, is is suppose too? Like what if a piece doesn't come out with, or the string breaks? And when do I know when to change it? It would be nice if some people would comment on it. Thanks.