I had the depo shot and had no issues. Everyone is diff on all kinds of birth control. My mom was military and i got her into the depo and she loved it! Especially if you ever have to go into the field.
I didn't have a problem with weight gain for the arm implant. My huge problem was the fact that I never stopped my period... Doctors said that it is uncommon side effect, but I had another friend that it happened to as well. Just be aware of all side effects before deciding.