I also have Mirena and I love it. You couldn't pay me to use Depo for any amount of money. It's just not safe and one of the worst things about it is that if you have bad side effects on it, all you can do is wait the 3 months for it to wear off cause it's already in your bloodstream. Unlike with the pill, which you can quit at anytime or Mirena or nuvaring, which you can take out anytime. In my opinion, depo is the worst birth control option and shouldn't be considered by anyone. You have no way of knowing if it will stop your period or make you bleed for those 3 months... both of which are a possibility. Not worth the hassle in my opinion.
I know 10 people who have gotten the DepoShot and have gotten pregnant on it. Birth control works differently for different people. I have Mirena (been on it for 6 months) and I absolutely love it (despite the fact that the break through bleeding got annoying), my mood has been a lot better, I don't get a lot of acne breakouts anymore, and I have lost some weight on it. But for others, they had some complaints about it. I would research different methods and decide which one that could work for you!