Switching BC

Tilley
I've had my IUD in place since April 30th, 2014. It's a Skyla so this year I have to get it removed. I have LOVED it but I can't afford to get another one at this time. I'm actually going to be quite sad when it's gone :( 
Anyways, so yesterday I was very crampy and started to wonder if I needed to go to the doctor to check for ectopic pregnancy because it was a little early for my period and I had seen some spotting, but it turned out to be my period anyway. So now I'm cramping a lot and bleeding more than I have in months because of the IUD doing it's job. For the past couple years I've barely had cramps thanks to it. Could it be that the hormones coming from the birth control are reduced so the symptoms are coming back? If this is the case, should I be more cautious about preventing pregnancy
My next question is if I switch to the pill, will there be any gap in protection? 

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