I have been using cloth menstrual pads for many years, but they can be quite expensive to purchase. Of course you can make them yourself and there are a large number of patterns on the Internet.
Here are a few good websites to check out:
Ask Pauline---she has a great list of sites and patterns she has researched
And if you are making some anyway, check out my post on donating sanitary pads to women and girls all over the world who cannot afford sanitary protection.