I have extremely light periods thanks to the BC pill that I take (Loestrin 24), so I just use a tampon(s) as needed or just don't use anything. As for taking days off, it's been a while since my periods were painful or fatiguing enough to require that. If they were, I'd likely talk to my doctor about how to better manage those symptoms, if at all possible. Before taking the Pill, I used to get bad cramps, which I could better manage if I remembered to start taking Motrin before the pain actually started. If you take any kind of pain reliever while exercising, be sure to drink extra water. They can be hard on your kidneys as it is; dehydration from exercise makes it that much harder.