Depo-Provera IS known to stay in your system even after you've stopped receiving the shots, because it is such a high dose of hormones each time you get a shot. I've heard tell of some women being unable to conceive up to three years after getting off of Depo, even without prolonged use of the drug.
I'm getting off Depo myself, next month - after a year of use - and I've experienced something very similiar. I've been obnoxiously moody and I've even had some anxiety problems. I'm fairly worried myself that the side effects are going to last after I stop getting the shots.
In any case, I know if I were you, I'd talk to my doctor just to make sure that this is normal.