I have been on depo on and off since I was 17. I LOVE it -- no periods (yipee!!).
I have also been on several pills, but they make me feel sick, but if I take them before bed it usually isn't that bad (since its hard to be nauseated (sp?) in your sleep) but I forget to take them so it's not the best choice for me.
I also have tried nuvo ring. I really like it, except sometime the guy can feel it when you have sex.