Alesse is very effective, but is a low dose so lower dose pills are less effective for the very overweight - likely not a problem, especially since the pill you used to be on, (tri-cyclen-lo) is also a low-dose.
I was on alesse for 7 years, tried nuvaring for awhile (awful) and now I'm back on alesse. I've had no problems, no pregnancy scares. They have a great website if you have any questions your doctor didn't answer, or if you just want to do more reading.