COPPER COIL OR MINI PILL?

HI ALL, IVE BEEN THINKING ABOUT CHANGING CONTRACEPTION FOR A WHILE AS IVE BEEN ON THE COMBINED PILL FOR MANY YRS, IM 31 AND SMOKE.
IM HAVING A HARD TIME CHOOSING SOMETHING AS EVERYTHING IVE LOOKED UP GIVES U WEIGHT GAIN, HAIR LOSS ETC AND THATS SOMETHING I DONT WANT TO GO THROUGH AGAIN. I HAD 1 SHOT OF DEPO IN 2011 AND I PUT ON HALF A STONE AND ALMOST WENT BALD...
SO ANYWAY, WHAT HAS EVERYONE TRIED WITH REGARDS TO DIFF BRANDS OF MINI PILLS AND WHAT SIDE EFFECTS (GOOD OR BAD) DID U GET? ALSO WONDERING ABOUT THE COPPER COIL BUT HEARD BAD REVIEWS OF HAIR LOSS.
THANKS