Experiences with the IUD?

I used to be on the combined pill, but had to stop because I was suffering from depression and anxiety (although I'm not 100% sure it was a direct effect). When I went back to the clinic, they recommended that I have the coil because it's the only one without any hormones in it that can affect me. However, I've been told from other people that it can cause really bad periods and other side effects. Does anyone have any personal experience with it?