I've thought about going on depo for a while, but chose against it after I had done some research and spoke with my doctor. With the shot, you can bleed the entire time, not bleed at all, spot every now and then, and gain a bunch of weight. I didn't like the chances of bleeding a lot or not having a period at all.. But what triggered my decision was.. My doctor told me that a lot of women who have been on the depo shot, it has made it near impossible to conceive a child. One of my friends was only on it for about a year.. She had fertility tests done before she was on it, all was good. After coming off of it, her and her husband have been trying to conceive for over 3 years and no such luck. She went to a specialist and now they say she cannot carry a child, the walls of her uterus are too thin or something like that.
So if you never want kids, then i'd get on it. But if you want kids one day, get the pills. I personally like having control of what I put in my body, instead of massive doses of hormones every 3 months like the shot.