I've had a positive experience with Depo, but there are several steps I took before getting on the drug.
I would like to mention that if you are young, I would really not recommend on using it! I've had my family, have no wish to have other children, but I wouldn't mess with such a potent drug if I wanted to get pregnant in the future.
1) I took a progesterone only pill to see how I would react to it. If you've reacted to this - do not take Depo - it will only get worse and you'll have the drug in your system for at least 3 months!
2) I had a baseline bone density test taken. Before starting the drug, I made sure I had healthy bones. If there are changes, I know Depo will be the culprit and I'll know to stop.
3) two years is the recommended time for consuming this drug; after that it's time for other options.

Hope this helps.