I have never worn both, but I am very scary about have something locked inside of my vagina. I fear very much the risk of toxis shock syndrome and that is the reason I use tampons just if I have to go swimming during my periods. Thigh bands are appealing me much more for the side effect of overall 'control' over me (like movement restrictions), but I think are totally useless from chastity point of view. I have tried to simulate the effect using two waistband linked together, and I found no great effects. Anyway my vote goes to the latter.