I've never had trouble with tampons not staying in, but I've had them leak on me once or twice. I found that it was always the cheaper brands that would leak, but I don't know if it's just a coincidence or not (I usually buy whatever is cheaper : the store brands if none of the big brands are on sale but I usually try and stock up when the Tampax are on sale). I've never used the ones without applicators, but I use the same technique as Lixy, not actually licking it but inserting the applicator as deep as possible before pushing in the tampon. I usually do this while I'm sitting on the toilet.

I also usually only use the regular ones, since my flow stays pretty much the same for the time I use the tampons (the first 4 days or so of my period).

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Si à travers nos veines coule encore le sang...
Si dans les jeux d'enfants on entend encore l'accent...
Si nous sentons encore l'espoir de nos grands-parents...
Si dans les voiles du large souffle encore le vent...
Y'a jamais eu de Grand Dérangement.