Do you have health insurance with a pharmacy plan? If so, you should ask your doctor to prescribe you generic pills. I only pay $10 for each round of Ortho (regular, not "lo"), and Yasmin would be the same if I were to switch.
As to Ortho, I've been on the regular dose for many years now, and it has never given me any real problems. I think it may have decreased my sex drive a bit, but it's difficult to say (I started taking them around 17, so I was a horny teenager at that time anyway).
At any rate, I never had any side effects, zero weight gain, and it actually helped relieve some rather severe menstrual pain.
But as many others have noted, your body is unique, and your reaction to the pills isn't something that can be totally predicted. Be patient, and you should find something that works for you. <3