LPM, even if you do switch to a different birth control, Depo has fucked you pretty bad already so don't expect a change on the flip of a coin.
nwl ~ I cannot believe that you're cool with aiding in your girl feeling like shit.
I want to say, without sounding like a total bitch, that you guys DEFINITELY need to get this worked out BEFORE getting married, because divorce and breakups SUCK. This is a workable situation, but LPM, you don't need to make yourself feel like shit, and you do NOT need to let him make you feel like shit either. Go to a doctor, TELL THEM SOMETHING IS WRONG.
It would also help both of you, I'm sure, to keep at least SOME of your private life details to yourselves instead of using the internet to try to fix things. Less stress for both of you.
