I wear tampons. When I have breakthrough bleeding, I wear panty liners. Since I'm on birth control my periods are really light. The first day I may wear regular tampons, but the rest of the time (1 or 2 days) I wear the light tampons.
I have tried the thinx period panties. I reviewed them on my blog, but it was when I was on a light day. I wore them again the last time I had my period, when it was a 'regular' day (not a light day), and I didn't like it. I definitely felt wetness.