The cup is worth it, if you can handle putting something inside of yourself. I usually bleed 4 or 5 days, and for the last two, after the pain fades enough, I can usually wear the cup and it's like not even being on a period at all. I can even use an STP (if that's your thing) while the thing is in. Really useful for random spotting between periods too (which sometimes gets pretty heavy on it's own) because you can leave it in all day.
Otherwise, cloth pads. I used to have terrible reactions (rashes, etc) to commercial disposable pads (and seriously, all that trash?) so I started using and washing cloth pads. I actually have less pain than I used to, because there's no exterior irritation. That, and they don't feel like diapers and crinkle and stuff. (and they're vastly cheaper in the long run)
For pain (debilitating cramps, headaches, nausea, and usually really severe gastrointestinal cramps too - endometriosis ftl) I eat ibuprofin like candy. Start with 4 when the pain starts going, and then take one every two hours for just about the rest of the week. I don't get to sleep or go out in public one or two days each month, so it really sucks. I just hide at home, with a heating pad. I used to curl up in the bathtub and sleep so I could be close to the toilet.
For the anxiety issues around it, I take Rescue Remedy; four drops every couple hours under the tongue, and 8 in the bottle of water I take to bed. It doesn't solve it entirely, not at all; but it usually helps prevent the panic attacks that I get that time of the month.