My friends say it has to do with sex. Like you're more open or something? It's hard to get a straight answer--my mom says that everyone's body takes tampons differently. I have had a few I liked, I think they were the Always ones.
^You get used to having it in. After the first time it's much easier. I use Playtex Sport protection tampons when I ride. Its always protected me lol. When I don't feel like using a tampon and want to use a pad(which is rarely), I use Always Infinity.
I use O.B tampons for every day use and for riding. I find them easier to deal with and while it does take a bit to get used to no applicator, the tampons with applicators never seem to go in just right for me.
I only ever wear tampons wore a pad the first time I got my period then I changed to tampons. When your riding all day I feel much less self concious about using a tampon.
Have you tried inserting only when you on a heavy day that would make it easier also.