Makes for good party stories, though.
I bought my older cat, a girl, already neutered. My younger cat was given to me with all her parts intact as a kitten. In her first heat, she made an awful howling noise and rolled around on the ground unlike I'd ever seen. It was like she was possessed. After about a week of this, my other cat started humping on her. It was very strange. I had her neutered after about a month. There was none of that awful blood that I guess accompanies dogs' heats. Also, it was really inconsistent - not monthly (or other discreet time period). It seemed like she was always in heat with maybe a couple days off.