Have you talked to your doctor about this?
Is this an all our period or is it just a little spotting? Breakthrough bleeding is a side effect and you may need to be on a different pill if it continues, but most side effects go away after your body gets used to the hormones (3 months is usually around the time they would stop if they are going to stop).
Um, I don't think I'd recommend taking different pills. It's probably a good idea to stick with one brand until you officially switch.