Everyone is so different. I could not tolerate hormonal birth control methods. I have one daughter who cannot tolerate hormonal birth control and are so grateful she did not try depot provera. They actually tried her on the pill form not as birth control, but to try to help period regulation. WRONG thing for her - what she needed was comprehensive endocrine testing and figuring out what was the underlying problem. She actually now takes progesterone, which ironically increases fertility, but she was low. (She was also low on other hormones as well including thyroid).
The other adult daughter went on depo to diminish her menses and it worked like a charm. The catch is that it can cause osteoporosis, blood clots, stroke. It is worse if you smoke, but then, I believe that is the case for all these hormonal birth control methods. So, if you choose depot, you may want your bone density, lipid levels, homocysteine, etc levels monitored as well. IMO too many doctors prescribe meds and then don't monitor the multitude of things they should monitor.
btw - either method - as long as it is hormonal - can cause weight gain. Different people react differently of course, This is just statistically.