Copy-and-paste from something I posted years ago about my experiences with it:
I tried this a while back and I wouldn't recommend it. I was able to get everything for free by contacting companies for samples. It was quite nerve-wracking at first, and it took a few tries before I even got the cath past the prostate (where the resistance begins). You really have to relax yourself when going those last couple of inches.
The experience was never like wearing a diaper. The experience was always one unease rather than relaxation. Combined it never worked out to cause loss of control, since the catheter kept slipping around. Also, those things damage the urethra and can cause abrasion that then fuses on itself and narrows the urethra. Given how much it moves around I gave up trying to walk around with it inserted. One time blood started coming out and it took hours before the urine became normal colored again.
I've stopped for good, and in all I perhaps did around 60 catheter insertions total over a year period (I kept a log to try to figure out what worked and didn't). It was interesting and an exercise in breaking through what for me was a very unsettling thing to do. I just worry that I might have cause some damage.
Some tips I remember: lubrication is important and using an eye-dropper syringe with large opening to put lubricant (e.g. K-Y jelly) down the urethra before inserting the catheter does wonders for a smooth insertion all the way down. Another thing, when removing the catheter be sure that the other end is *not* closed, otherwise there will be suction at the openings at the tip which will grab the urethral wall and hurt like hell (and possibly damage it). And for those talking of putting a hole in the side, be sure it's very smooth to the touch otherwise you'll be damaging your urethral wall as it scrapes past. As for hygiene, urinate a bit before inserting as that helps clean the urethra out. Obviously clean surfaces near the opening and your hands, catheter, etc. before as well.
