Getting new BC

I just got over a pregnancy scare (period started today) and made an appointment to get better birth control. I'm on the pill and I just don't feel comfortable using it anymore as I have gotten pregnant while taking it in the past.

I think I'm going to get back on the depo shot as I've never had any problems with it other than hating needles. I've been told to research my options so, I was curious to see what brand of birth control everyone else trusts and uses.

Thanks for your time!