I was on depo for awhile, no real issues with it at all. I stopped b/c at teh time it just freaked me out not having periods. 
I went through like a bajillion pg tests, b/c I was CONVINCED it had failed.
Switched to the pill later–helped keep my cysts uncer control, and reduced the migraines I got related to my cycle. I took it continuously, which was great and stopped my periods. Then, at an annual exam, the doc asked if any of my migraines were aural–and some were. Not many, any more (more when I was younger), but I still get one occasionally. She told me to st op the Pill and switch to an IUD.
I’ve had my MIrena for three years now…it took awhile to get ebverything settled down, but now that it has, it’s awesome. Almost no periods ever, no weight gain, no effect on performance. I’m 36, no kids.