Have you tried the Kimono ones? They're super thin and still effective. I guess they're latex, but as I recall ktspktsp did like them better than the ones we usually use (I forget which those are, but I'm sure he'll join in this thread later).
I must say, we use the Ring and condoms every time... yes, not having a baby is THAT important to us! We both miss going without condoms (not to mention going without birth control), but we haven't made it a huge issue. We are both making sacrifices to be sure we don't end up getting pregnant before we are ready.
I think it may be a mental thing almost as much as it is a physical thing (the loss of sensation). Attitude.