pressured to go from depo to the pill?

I was on the depo injection for nearly a year...this was my first choice of birth control as i didn't want to worry about remembering to take a pill every day or all of the things that can interfere with the pill since its absorbed through the stomach. (I hear simple things like eating grape fruit can make it less effective???) I've been in a serious and committed relationship for over 3 years and we no longer use condoms. Every time i was in to get my shot the nurses highly recommended that I switch to the pill, they felt i was too young to be taking depo? And that it would decrease my bone density while i was still growing. (I'm 19 years old). I finally gave in yesterday and let them switch me to the pill...But i'm not happy with it, I worry that something will interfere with it and I'll become pregnant, or i'll take it improperly somehow even though i've read and am pretty sure i understand all of the instructions. My erratic student schedule also makes it difficult for me to take the pill at the same time every day. I feel that i was pressured by the nurses until i finally caved and switched my methods.. Do you think the nurses had valid reason to persuade me onto the pill? Or should i demand to go back on the depo shot because it was working so well for me? Are there any other young women on depo that have had this kind of pressure from their doctors?