I've been using the Depo-Provera injection now for 2 years with a gap inbetween, been back in it now for 5 months and I'd never change it. I'm fine with needles, they put it in my lower back now where it starts to get fleshier instead of my upper thigh, bigger muscle there so it's less painful afterwards, I used to not be able to put weight on my one leg for a day or two after I had it. No periods whatsoever with them and my skin/mood is fine. Supposed to put up to 8lbs on in 6 months with it, but I'm useless at putting weight on anyways so that hasn't affected me.
I was on the Microgynon 30 pill before this for 5 years, and I hated it! Made me feel ill and dreaded taking it etc. I did want the implant too, but I heard you're supposed to feel it under the skin, and I'm pretty thin anyways so it would be really noticable for me being matchstick size and that, don't fancy that!
But, I'm happy with the injection, I recommend it! Except when I stopped having it, my moods were awful, my ex said it was like I'd saved up all of my bad moods from the previous periods I'd missed and unleashed them all at once.. but I'm not like that whilst I'm on it