The ones with plastic applicators *definitely* make things easier for girls who've never used tampons before... but once you know how, anything that's comfortable to wear will be easy to insert. If you do it properly and insert the tampon far enough, it won't hurt to insert one and you won't really be able to feel it while wearing it. My stepdaughter began using them without problems for her second period, just 3 months after her 11th birthday.
Helpful advice (beyond the semi-useless package directions)? Yeah... just three things:
1) Aim the tampon more towards your back than upwards... your vagina actually goes *back* for more than half of its length, not just up, and it's almost parallel to the floor if you're sitting on the john... and push it gently (twisting it back and forth a bit might help it slide more easily) as far in as the applicator will go while you're still holding the end of it. Push the plunger in while holding the barrel in place, then let go of the plunger and withdraw the applicator.
2) It'll be easier to do the first time if things are slippery "down there", so don't wipe away any blood and stuff until you've got the tampon in place. If there's very little blood there, just smear a couple of drops of saliva on the tip of the tampon (or its applicator if it has one) and it'll make things a lot more comfortable.
3) Relaxation is **important**. If relaxing isn't easy for you, try pushing just a little bit as if you're trying to poop or pee... your pelvic muscles will relax a bit and that will help a *lot*.
There's also an OK video instruction about it at http://www.wonderhowto.com/how-to/video/how-to-insert-a-tampon-235629/