I work in the medical field, so know quite a bit about BC, and if possible I would avoid the Depo shot. I personally know a girl who would not stop bleeding at all for 3 months and was very anemic, ended up in the hospital with blood transfusions, after getting the shot. Another girl I personally knew from work several years back ended up having a hysterectomy because she was bleeding so heavily after getting the shot. She was only 23. Yes those are worst case scenarios, and many people do get the shot without problems but I also see many problems with that particular option in my line of work.
Of course it is your decision on what works best for you, but I would try to find another form. They all have up sides and down sides, but honestly the Depo shot is one that I would least choose if I was going in for some type of BC.
One of the biggest problems with it is once the shot is given, you can't take it back if you have a bad reaction. The patch you can remove, the pills you can change or stop taking, an IUD can be removed, etc, but the shot is in and done. So do lots of research before choosing, don't ONLY rely on your personal doctor's opinions only because they don't know everything, even the best docs, and they may not have had personal experience with problems with any certain type. They only see so many people, so it's definitely worth a good look around on your own or talking to more than one doctor for a second opinion before making a decision.