I used to have a terrible time with it in my 20s, but it's not so bad now. I discovered, by talking to a nutritionist, that PMT varies with diet. Certain food groups (e.g. wheat, yeast, other types of grain, caffeine) can cause certain symptoms over others. There's an organization which *used* to be called the women's nutritional advisory service - it has a new name now and I don't know it - and they published the 'beat PMT cook book' which tells you how to manage it.
My symptoms used to include really terrible water retention, bloating, severe breast tenderness, excessive anxiety, depression, mood swings, suicidal feelings, confusion, forgetfulness, and poor co-ordination. I also used to get really bad cramps too. I used to be a complete wreck with it.
This was all but erradicated when I cut down on caffeine (the anxiety-related symptoms), wheat based products (the water retention/tenderness symptoms) and anything with yeast in it (the confusion/co-ordination/forgetfulness symptoms).
I still have these things in moderation (eg one mug of coffee in the morning; spelt/wholegrain mix bread; bulgur wheat, buckwheat, wholegrain rice instead of pasta, never ever eat white pasta or rice, or white bread; don't drink much beer etc etc), and my symptoms are much more manageable than they were.
I never bothered with supplements such as evening primrose or vitamin B6 but some people swear by those. I still get cramps but blast those with painkillers which tends to work. Also if I have a really busy month on the bike the symptoms are much less.