If you've never been on hormones before, I would suggest trying the pills first to see how you tolerate them. Although most women are fine with hormones, some women have bad reactions and the implants and hormonal IUDs are expensive up-front and you don't get a refund when you react poorly to them.

That being said, if you have light or regular periods, then a copper IUD is highly effective, lasts a long time, is cheaper than the other methods in the long term, and is insanely effective.

If you want progesterone only, then the implant or IUD are good at giving you low and steady levels of hormones. The progesterone also reduces your endometrium, so you tend to bleed less frequently, more lightly, or not at all. However, some women have the annoying reaction of a light bleed all the time. That type of reaction is the number one reason women switch off of something like the implant.

If you are looking for ovulation suppression (for example, if you are prone to ovarian cysts, suppressing ovulation is better for this) then nuvaring has estrogen in it and you just switch it once a month. No pills needed. I believe the patch also has estrogen, but if you are heavier, then the extra weight does decrease it's efficacy. There is also a higher chance of blood clots (the last time I checked, although new research could have come out that says differently) so if you are have risk factors for that (a history of blood clots or are a smoker) then check with a doc.

I would also pop into the local planned parenthood or sexual health clinic and check out some of their literature for comparing methods, efficacy, side effects, etc. The planned parenthood website is great for comparing all the methods and is the first place I go when I give people the run down on lesser used methods.