Menstrual cups: what's the deal?

Shelby
Hi ladies, me and my friend have been considering using menstrual cups, in particular the lily cup from intimina. 
However I'm kind of frightened to use one because I don't even use tampons! 
What are your experiences on menstrual cups??
I've heard they can help with cramps which I get quite severely and tampons sometimes agitate my cramps when I've used them before so that's why I use pads.