I was also diagnosed with PCOS about two years ago. My symptoms however differ from the typical PCOS symptoms, I do not have weight gain, facial hair, thinning hair, or any outward signs. I do however have three times the amount of testosterone I should, and twice the estrogen, which makes for a horrible menstral cycle.
I developed breasts at age 6, started my period at 9, and have been to several doctors before being diagnosed with PCOS and Endometriosis at age 25. I am 26 now, and have been on so many birthcontrol pills, I stopped counting at 35. No form of birthcontrol has worked for me to regulate my periods, and the side effects from these pills were awful.
I am currently on Depo provera, and am having a hard time. I have been bleeding for several weeks, rather than not. It may be that our body due to the hormone irregularities is not affected as it should be by these drugs. So far I have had only one treatment work, but that was to stop my periods completly. So, since you are wanting to have children, I would say seeing a fertility specialist is the way to go. I wish I had more advice for you, but I just wanted you to know you are not alone.
PCOS is such a new thing that there is no cure, only trial treatments. Listen to your body, if you are put on many different types of birthcontrol to try and regulate you, pay attention. Some side effects are worse than the condition. So far, Yasmine, Ortholow and Seasonique had the worst side effects for me, but every body reacts differently. Good Luck, I wish you well.