The shot

Is the shot a good method of birth control? All of my friends are on it, and it seems to work for them but I'm not sure! It's the only method of birth control that I know of where I wouldn't have to tell my parents. I'm 16, and the health department will give it to you without a parents' consent so that's what I want to do. I'm ready to have sex now, and I want to be sure I'm protected, but I know that my parents would definitely not approve, so this is all that I can do. So, how effective is it? And this may sound stupid, but is every shot called the Depo shot? Thanks everyone.