I had the Copper-7 and the Graviguard-T before I had dd. I also had a diaphragm during one of the 1980 pill scares. Yes - I'm ancient 
The first coil I had fitted was when I was 29 - pre-DD. I had no difference in my periods with or without. However, from the age of 15 I passed huge clots and used super plus tampons, so maybe I'm not typical. No increase in period pain, etc. I was weight training 4 times a week and the coil caused no problems. The copper-7 was discontinued - some man decided it wasn't very good and the practice manager at my gp's and I had a good bitch about it.
The graviguard was another matter. It didn't seem to suit my internal geometry. I trained mon, weds, fri and sun each week. I finished a workout with 100 twisting sit ups with the board at the highest incline. Approx 36 hours later ie tue, thur, sat lunchtimes I had a little spotting, which pissed me off a bit as I didn't have that problem with the previous coil.
The diaphragm I had when I was about 23 - again another pill scare over a pill that hadn't given me any problems (Ortho Novin). There is no problem as long as your sex life is regular as clockwork - ie put it in every night when you clean your teeth before going to bed. If your weight changes by more than 7lbs you MUST get it checked as it could become loose if you lose or not fit properly if you gain (I assume). In the end, it was a failure for us, because:
The cream you had to use had an artificial 'perfume' so, if we'd dtd I had to keep in the next day and I was very aware of its smell - sort of false waft of 4-7-11 wherever I went at work. Felt a sort of neon arrow pointing at me from above iyswim.
The cream (at the time) was only effective for 2 hours, any later than that and you had to use a spermicidal pessary to be sure it worked. The problem? Most of the pessaries available burned either me or DH or both of us.
Finally, I went back on the pill as my weight was no longer a problem - I weighed 12 st at the time and I lost weight and the guidelines were changed.
OP, please bear in mind that the creams/pessaries have probably changed since the early 80s.
Regarding the affect of the coil on fertility. I was told all sorts of scary stories about it. I conceived twice at the age of 40, and even though the first didn't 'take' and I never got as far as a positive test. Each conception was the result of a 100% success rate. Gave me a shudder when I thought of my bastard ex's rather casual approach to contraception when I was in my teens.
With the Mirena, I begged my GP to take it out.......I'd bled black slime for nearly a year when she agreed. It was heavier than spotting, but not quite enough for a tampon. At first she refused due to the cost of the thing, but eventually she agreed.
Now at nearly 60 - hides and runs away - I don't have to bother any more.