Hi C.,
It sounds like you may just have fibrosystic breast syndrome. It sounds scary, but it's pretty harmless, and very common. Basically women with FBS have benign masses in their breasts, and if the masses become inflamed it leads to pain, soreness, and you can feel painful lumps in your breast. I have it, and so does my mother.
Usually, you only feel a little pain around the time of your period, but sometimes they become inflamed and you feel the pain more often. Mine was so bad one summer I couldn't sleep from the pain--all month, not just during my period. My OB/GYN said increased caffeine intake can cause increased inflamation, and sure enough I was drinking more coffee that summer. I reduced my caffeine intake and got on the pill (also recommended by my OB/GYN), and the inflamation went away. I've been on and off the pill since then with no problems, but if I'm off the pill and drinking a lot of caffeine, I get inflamed again. So maybe that's why you're experiencing the pain now that you're off depo provera.
You should definitely see your OB/GYN for confirmation, because it could be something else, but certainly don't be afraid to go to the doc. They can only help!
Feel free to contact me if you have more questions about FBS, or look it up on the internet. Good luck!
J.