Ack. Correction, I meant "usually the shot." I had a really long day. My apologies!
Usually the pill, but even it has its own set of side effects. A lot of people put on a lot of weight, experience excessive bleeding, or other things on the shot. The pill can lead to weight gain and mood swings, but that's only in certain people and you can at least stop that pill and try another if it causes problems, whereas you're stuck with the side effects of the shot until the shot wears off. If you miss pills, you can have breakthrough bleeding, but so long as you set an alarm or are just good at remembering on your own to take it at a certain time daily, you don't really have to worry too much about that.