I have tried a few:
I bought a mooncup over ten years ago and didn't like it at first. I left it in a cupboard until after I had my second. It was the prebirth, under 30 size but seemed fine. I've always had to double up with tampons and pads, so I thought the slight leakage was OK.
I bought a shit £2 off ebay and that was about as much use as a paper cup. It was too soft so wouldn't open. It was also too small as I bought the same size i'd had previously.
I ordered another, more expensive one and then also got chosen for the lunette trial. They are both the bigger size, but the lunette is much firmer (more so even than the mooncup).
I've tried both this month - the lunette was a bit of a task to get in and out the first couple of goes - it is very firm. Once it was in I couldn't feel it, and it was literally like a plug. I forgot it was there.
I tried the less firm one for one day and foolishly left the house. It opened, but I think my vagina is a bit smaller than the diameter of both cups. With the lunette that was fine because it was firm enough to push against the walls. The less firm one basically got pushed out by my super fanny and sat right down low, causing me to walk like john wayne. When I finally got to a loo I found it was almost upside down and I was very glad I had worn a back-up panty liner.
My advice therefore is:
Get the right size
Firmer is better
And finally cut the stupid stick off the bottom. I always do this - if I don't it stabs me in the lips and is agony.