sb34: I had the contraceptive injection for 3 years, after the birth of my 2nd child. I found no problems, although I did put on a few pounds (about 3 or 4.) This was not a problem as I am quite thin anyway, but I do know people who have avoided it for this reason. Yes, its true, most people have no periods while using this method, and I had no side-effects such as headaches etc. For me, it was ideal, as I am not the most organised person and frequently forgot to take the pill at the right time.
I stopped the injection about a year before I fell pregnant with my 3rd baby, but as we only had sex during the supposed "safe" period, (and not much of it, it has to be said!), perhaps I could have become pregnant quicker if we had wanted to.
I think it is supposed to be the most reliable method of contraception, and if NOT becoming pregnant is very important to you, it might be worth a try. I had to go back to my gynae nurse every 10 weeks for the next injection and found it very convenient. I have no experience with the coil, but know friends who are divided as to its suitability (one had recurrent infections). Good luck.