I started swimming competitively a few years before I hit puberty, and so during meets I pretty much had no choice but to use tampons, and as soon as my mother let me I switched over to them completely. No matter what I try I just can't get pads to stay in place - I fidget and move around a lot, and inevitably they bend out of the way or something and I ruin my clothes
Plus, I'm super paranoid about people seeing the outline of my pad through my clothes, even if I'm wearing, say, thick sweatpants. That's just me though! I know a few women who use natural sea sponges, and they all swear by 'em.