New to birth control

So me and my boyfriend just started having sex. And I see now that I really need to be put on Birth Control. This past weekend we had sex 3 times and didn't use a condom but he did pull out. I know it's crazy but it was just the heat of the moment. Anyways I've always been relatively small and have had a nice figure but I'm afraid to get on Birth Control because of the gaining weight side affect.

Would anyone recommend the shot?

The pills?

Or the implant?

Also how should I go about the gaining weight?