I use pads. One of my best friends loved wearing tampons and told me to wear one. Well, I didn't use it until an emergency when I ran out of pads, but I just didn't like it. It was painful and uncomfortable. I wore the tampon for half an hour until my Nan came home with some pads and then got rid of it!
Since then I have not used a tampon and in all honesty, I don't feel like I'm missing anything. The pads do the job for me and I'm comfortable in them so it's all good. Also as Sophie said, I've heard bad stories about tampons.