Copper IUD, no hormones but effective?

Melissa
I'm looking for a new/effective birth control that doesn't cause me to gain weight & have major anxiety like the pill.  I love the concept of the copper IUD, have any of you used it? Can I use it if I've never had a baby? Does is cause a lot of physical discomfort? I've read that it falls out? There also a string that hangs down, how does that work with sex? I'm making my appointment this week, but only certain doctors insert it & I would love the answers to these questions before I go.  Any other recommendations would be greatly appreciated as well :) thank you!