I've never used a sponge, but I found the diaphragm extremely easy and never ever felt it. In fact, my husband would remind me to take it out. And I was surprised that it didn't bother me because when I was younger I was very sensitive about using tampons. They would freak me out for some reason and I had the hardest time inserting them. I don't know, but I guess you could always try a diaphragm at your gynecologist's office and see what you think before you spend the money buying one. Before I first got my diaphragm, my gynecologist let me practice inserting one while I was in her examination room to make sure I was using it correctly, and to make sure it was something I felt comfortable using.