Mirena IUD vs. Depo

I'm 19 and yesterday I went to my first BC appointment ever after I had a baby 4 months ago. My ObGyn recommend for me to get the Depo shot and gave me condoms as a back up and I got the shot until my IUD comes in.. but I keep reading that the Depo is great then I read that the IUD is also great and more effective. I started my period yesterday also and then got the shot and it made the bleeding light and cramps went away, and today my period is even more lift and no cramps. Before I would bleed heavy the first few days and periods would be bad as if my back was going to break lol I can't decide which one I should stick to: the IUD or  Depo ? I want an effective BC which I won't have to worry about getting pregnant if hubby comes inside me. PLEASE I NEED ADVICE! Shares stories! I'm just a paranoid new mommy in college and terrified to get pregnant again. Lol.