I agree with @cazzie and @JLeslie
Dance, field sports, and swimming—I don’t know what I would do without tampons. If the tampon is uncomfortable, you may have inserted it incorrectly, or you may want to try a different brand. Because tampons and pads can vary so much, I think they are things to buy on-brand.
I don’t recommend Tampax either. For whatever reason, their tampons seem expand into two directions only. They don’t work very well for me, and are painful no matter how I place them.
I absolutely love Playtex. (They have a “360 degree” style tampon). I prefer Playtex Sport, though I admit that’s the only version I’ve actually ever gotten. My sister likes Kotex. She thinks their design works better (Playtex works better for me.) I’ve used Playtex since I was… 14 or 15, I think. It was the first tampon brand I used. The directions helped, and it was definitely weird/a bit difficult at first, but it gets easier fairly quickly.
Pads: Always Infinity. They are so thin and absorbent, and they contour. They’re as close to “it’s like I’m not wearing a pad” pads as I’ve been able to get. I’ve seen advertisements for what I thought were Always Infinity “Sport” because the main “character” in the commercial was a dancer—but it may have just been normal Infinity pads… I can’t find the commercial right now to check.