Don't know what birth control would be best for me... need opinions!

I've only been on birth control 1 time and it was the depo shot (about 3 years ago) one of the side effects was depression and i think i got the worst case of it. After that i stopped taking it because i was really depressed and i haven't been on birth control since. I wouldn't like the shot again.. but im open to whatever birth control is the most effective at preventing pregnancy & has the least side effects, i need help!