I tried a few different types of pills .. I tried the Ortho Tri-Cyclen with no luck whatsoever. I suffered from heavy periods and incredibly bad back pain. I then tried Marvelon, which didn't do anything for me either. I never suffered ANY adverse side effects from these pills, and I'd probably have continued taking them if they A) weren't such a hassle to remember, and B) worked for my cramps.
My doctor suggested that I start taking Depo Provera. I know alot of women have problems with it, but I started taking it when I was 16 and haven't had any problems since. I've never had a period since my initial shot, and my back pain only seems to occur when its the week where I should be getting shots. Apparently, this is 99.8% effective or something like that, but we all know its just a statistic. I use it as my only form of birth control, and I'm trusting it. I feel that it may be slightly more reliable than the pill because there is quite a big grace period where you can get the shots (10-12 weeks), and you don't have to take it every day.
I guess it all depends on the person, but I'm really an advocate for Depo because it has worked WONDERS for me. No periods is like .. heavenly. You really don't miss it.