Depo Shot Side Effects

BeautifulChai • Look every chance of the day for Blessings!
If you're on the Depo Shot, when you first started (like the very first and second shots), did you have your period in longer cycles and closer together? 
I've been told your period will quit all together. Have any women still continued their period?
What's the next best birth control to get on when I have to take a break from the Depo Shot? I'm curious about the pill and have never tried it.