Should I go back on the depo shot?

I was on the depo shot 3 years ago for almost a year. After 4 months I gained weight like crazy because I didn't eat better like I was told to by my doctor. The 8th month I developed horrible anxiety out of nowhere. So my question is, now that its 3 years later, I'm eating better, and on anti anxiety medication, should I give it another try? I can't remember my pills every night and the patch doesn't stay on my skin. Not a fan of the rings either. Comments would be great too.