Mine is a Moon Cup (not to be confused with the Mooncup made in the U.K.). I've got the smaller size, which is almost too big for me, but there are other brands that make other sizes. There's an excellent chart to help figure out what's likely to be the best cup for a given person. Two brands are available for sale here in town (at co-ops and the like) and there are other brands available online.
I'm extremely pleased with it. It took me a little bit to get used to putting it in and taking it out, and I ended up cutting off the stem entirely* because it was poking me, but I got used to it quickly. Using it is miles better than using tampons and even better than using pads, which I'd been doing until now (I use reusable cloth pads, which I like much better than disposable pads--if you're curious, ask me and I'll tell you all the reasons why). After I got the stem the right length I could barely tell I had the cup in, and my flow is light enough I only had to empty the cup twice a day, so I could do it in the privacy of my own bathroom.
The cup I bought cost around $32 at the co-op, which is part of why it took me a while to get around to buying one. However, they last for years, so it averages out to a very small cost per cycle. (I've never heard of a cup wearing out. The only reasons I've heard of for having to replace a cup are: dropped it in the toilet and flushed it, dog used it for a chew toy, woman gave birth or body changed over time and had to switch from one size cup to another size.)
If you're interested in learning more, there's an LJ community full of helpful information: menstrual_cups. I've seen the community members patiently answer the same newbie questions over and over, and they use tagging to group posts so one can research more easily in past entries. One of the helpful things I found was a discussion of different ways to fold the cup for insertion--the way that's in all the cups' instructions is actually not the favorite of most women who use cups.
* I cut the stem off in stages, to make sure I wasn't cutting off too much. First I took off 1/4 of its length, tried it out for a day, then I cut off another 1/4, etc. I'm glad I had the whole stem at first while I was still getting used to removal, though.