Should I Consider Changing From Microgynon To The Depo Injection?

I'm thinking of changing from microgynon to the depo injection, i have been on microgynon for 3 years and never had a problem before but im now suffering form server headachs and migrans so my doctor has put me on cerazette. However iv read up about this new pill and i'm not very happy, i dont like the way you dont have a pill free break, and i cant afford my body to not react well with my job so i dont want all the messing of trying new pills. So i was thinking of maybe going for the depo? My mother went on it the same age as me and has never had problems, im 20 this year. I have not yet started the new pill as im waiting for the pill free week to have the first tablet (next week).