I'll add my vote for the Depo injection as well.
I always suffered badly each month, heavy bleeding, extreme pain and massive mood swings. I tried the full pill but I could literally mark on the calender the days I would have a migraine so I was taken off it. I tried the mini pill but the timing was too tight for me and i kept missing it. After managing without for a few years someone suggested the Depo Injection and it has been wonderful for me. Slight spotting at about the 11-12 week mark and has really sorted my moods out. You do have to keep an eye on your weight as it can lead to a rise if you aren't careful The one down side is that it can increase your Oestrogen levels which is linked to an increase in the risk of Osteoporosis. At one point my levels were going higher than the doctor liked, convinced me to try the implant instead, I had 6 months of seeing the nightmare slowly return. I was in tears when I finally gave in and went back to the doctors and was put straight back on the injections. I am still on them several years later and refusing all advise about trying anything else, they suit me and my family has no history of Osteoporosis and I am not exactly the 7 stone weakling build.
As far as having the injection, it normally is best to have it in a big muscle group (for me the backside I had it in the upper arm once and the arm ached for about 24 hours afterwards) Now I would say the injection hurts less than pricking my finger for a glucose reading.
The implant I tried is about the size of a small matchstick and is implanted under the skin under local anathetic (mine was done at my local doctors surgery) and has to be removed the same way and has left me with a small scar.