There are so many different types of contraception.
Hormonal
The problem with hormonal methods is they're all pretty much the same stuff so can have similar, slightly unpredictable side effects but often the side effects vary and there are *soo* many different types you can just systematically try all the variants of each type (I've been told I've now tried every type of combined pill available trying to find side effects I don't mind!) to find one you like. They tend to be very effective and can be really easy to use.
The combined pill gives the benefit of control - some methods can lead to loss of periods for some women and some women continue having periods. The benefit of the pill is that if you're due a period at an inconvenient time you can just run two packets together fairly easily. There are loads of different pills to try and you can also try the mini-pills available which have lower doses and are less likely to give side effects - lots of choice there!
If you don't need that control and you're happy to risk your periods becoming a little unreliable for a time before settling down then you can switch to some of the other methods.
The implant is very popular at the minute - it's hormonal based but it's a steady dose of hormones rather than taking a dip every month. Many women stop having periods but not all and it lasts for 3 years. It's fairly effective and you don't have to worry about remembering to get anything done.
There's patches - these can be a little unreliable as they can be lost easily and you have to remember to change them once a week but they're very reliable. These are also hormonal.
You can try the injection but again, you have to remember to get jabbed once every 3 months which can be a little inconvenient. Also - once it's in, unlike the other methods, it can't be removed so any nasty side effects will stick around for 3 months.
There's also a vaginal ring - inserted for 21 days before removal and releases hormones
Non hormonal
Obviously there are condoms and femidoms - reliable if used effectively but a big pain - if you're in a long term, monogamous relationship and have both been tested then it's not something many people like using.
And then there's caps and diaphragms which can be a bit messy (as you often use them alongside a spermicide) and you need to prepare in advance and leave it in for several hours afterwards which can be a pain.
IUD - a small device which is placed in the womb and releases copper - long lasting and is non hormonal so a good option. It can be uncomfortable to insert so it's often offered to women who've already had children but women who haven't can have it too.
There's loads of information here for you to read through: http://www.nhs.uk/conditions/contraception/Pages/Introduction.aspx
What I will say is doctors often offer the cheapest option first (Microgynon 30 combined pill) before trying different options but most will be pretty happy to discuss the options with you, talk to you about what they think is best, give you some leaflets and give you the opportunity to make a decision. They should consider what you need from your contraception and be happy to try a few with you to help you find the best for your circumstances. Don't be afraid to explore the options and switch and change a bit before you settle (although obviously some are much easier to switch through than others).
Good luck!
Adx