I have used, over the last few years, Insteads (intermittently for a few months), a Diva (for almost two years), a Moooncup(UK) (for about three cycles now) and a Lunette (this week), all small sizes (except Instead, for which small sizes are unavailable). I'm 24, nulliparous, no HBC, average to heavy flow.
Comfort-wise, all cups are about the same when inserted properly. When Insteads are not fully opened, they are painful. I also could not lie down with an Instead inserted because it was painful. I have no trouble lying down in any other cup. I prefer the shorter cups to the Diva, but do not find the Diva uncomfortable.
Seal and suction in all the cups is roughly equal.
In terms of ease of use, I'm confident in placing the Mooncup(UK) as the most user-friendly cup. It's the only one that has opened consistently easily for me, most likely because of the stiff rim. With the Lunette, Diva, and Instead cups, I found that sometimes I could insert them easily, and sometimes it would take upwards of a half an hour to re-insert a cup properly. I'd recommend the Mooncup(UK) for anyone who experiences muscle tension during their period - if it causes you to involuntarily clench your muscles, it will not allow the less-firm cups to pop open, which might allow leaks.
There have been other posts about capacity for the bell-shaped cups. I'd estimate that an Instead holds about as much or even slightly more than a small Diva. For those with a heavy flow, a Mooncup(UK) might require some backup overnight and more frequent emptying during the day; however, the fact that it's easy to re-insert makes use during the day easier.
For exercise, all the above cups are ideal - no leaks, shifting, or discomfort.
While I'd recommend any cup over pads and tampons, I recommend bell-shaped cups over Insteads, and the Mooncup(UK) out of the bell-shaped cups I've tried.