I had a friend who was taking a certain sort of pill (they had to change as their old one had stopped her periods all together) and she came into work one day not being able to communicate properly, she had a banging headache and any time she went to speak her words were slured and she wasn't making much sense. She went to see the works doctor who told her those were the early warning signs of a stroke and to stop the pill she was on immidiately. She's not been on one since, they just use Condoms. But she was only 23 at the time this happened.
I really think these days people have to be so careful with what they entrust the medical profession to give them. As a lot of the time, they'll give you whatever brand is being pushed by the sales reps that month!
As for Depo, i wouldn't give it to a dying dog personally! Thing is, at least with a pill that you take every day, you can stop it immidiately and the effects only take a couple of days to wear off at the most. But with the injection (my sister had it and did nothing but bleed the whole time she was on it) you haven't got any control over just stopping it. Not good.
Personally though, i don't see why they seem to push the pill on young girls. They should be trying to promote Safe sex, not just worry about pregnancy. If they promoted safe sex and proper use of condoms, they wouldn't have to worry about the pregnancies and the rate of STD's would drop dramatically.