Non hormonal birth control

Ok well I've been on the pill for almost four years now and it has wreaked havoc on my body. My hair is thinning, weight gain etc. and I've had bad depression since I started taking it, so I've decided no more putting extra hormones into my body. My husband and I don't want to start a family for a few more years just yet and I'm thinking about getting the copper IUD.

Has anyone had any bad experiences with it? Do you recommend it?

Any tips would be great :) thanks