My doctor thinks I should go off the pill

So I just got back from talking to a doctor (not my regular doctor) about a renewal for my Alesse prescription. I'm on the pill to regulate my period as the primary reason. Right away he asked how long I've been on it (5 years) and then he asked if I get migraines. I said yes which I have since I was young and even before I had periods. Straight from there he recommended I got off the pill and get a Mirena coil implanted. I've seen my fair share of horror stories about the coils online and thru mutual friends so as soon as he told me I should do that I was turned off right away on it. But with my migraines and being on the combined pill I have a greater chance of blood clotting. I've been on the pill for 5 years and have had no problems or side effects from the pill. If anything being on the pill has made life a lot more easy for me because before my period was unmanageable. He didn't budge on the idea of the coil and neither did I. He sent me home with pamphlets and 3 months of Alesse. I have read up on IUDs and they aren't for me. The risks seem to extreme even though I wouldn't have to worry about taking a pill everyday. But I am trying to keep an open mind about it so I am going to get a second opinion. Any women out there with personal experiences with IUDs? Or the mini pill because that's my other option