Birth Control Hell!

I wanted to post a quickie about my birth control, the Depo-Provera birth control shot, and how that may also be affecting my hormonal balance and causing me to gain weight. On top of a potential thyroid problem, I have also been on the Depo shot since a few months before I got married in 2008. So I've been on it for a little over 2 years now.
I started it because, after doing some research about birth control options, I saw that the Depo shot is more effective in preventing pregnancy, and it's so convenient because the shot lasts for 3 entire months, so you only need 4 shots in a year. My insurance also pays for some of it, but not all, so it is about $40 out-of-pocket for me each time. But I loved the convenience of not having to remember to take a daily pill (I'm not a good pill swallower anyway), and I loved the promise of it preventing pregnancy even better than the Pill.
So I've loved the Depo shot until I realized that, instead of slowly losing weight as I watch calories and exercise, that I've actually slowing been gaining weight. It's been happening so slow that I almost didn't notice until some of my pants and shirts are actually fitting tighter than they should! I couldn't believe it!
So only then did I go back online and do more research about the Depo shot. I found a "consumer report" website where women who had tried the shot wrote about their experiences. And most of them were not good experiences!
Most women bemoaned that the Depo shot had caused significant weight gain (like over 20 pounds), and most of them said that it messed up their hormones so badly that they were behaving like different, crazy women.
This was bad enough, but then they said that on average, it took several months to a year for their bodies to get fully back to normal, and their hormones were out of whack for that entire time.
Shocking! It takes lots of women almost a year to "come down" off of the Depo shot?!? Now I wish I had read these comments before I had decided to take Depo! I think these negatives would have outweighed the convenience factor!
I was truly shocked how most of the women had nothing good to say about the Depo shot, and they were in fact warning other women not to get on it!
Do any of you have thoughts about which birth control pills or methods are better than others? Have you had a great experience? A horrible one? Let me know!
I'd love to find a brand of the Pill that doesn't negatively effect my body or my hormones!