Hi M.!
I have an IUD and never went back to a pill after the birth of my daughter 2 years ago. I have the Paraguard mostly because my doc didn't do the Mirena. I looked up some info on them before getting one, and found out that while the initial IUD can be expensive (my insurance covered it all) it pays for itself in the first year in comparison to the pill. Personally, I like the idea of it better because it is copper and doesn't have the hormones that Mirena does. I really didn't want to do those again.
The insertion procedure was pretty easy. I really tried to prepare myself for it to hurt, and really, I didn't feel a thing. Seriously. I took a Motrin before I went in, and that was it. I have heard that some docs do it when you are on your period, but I wasn't on mine when I got it.
I like the idea of not having to remember to do ANYTHING to prevent pregnancy. I was never good with remembering my pills, and without perfect usage of one, the effective rate is in the 80% range. The IUD? Over 99%. All the time.
I have never gone back to my doc to have them check the string. Either I do it, or my husband does (it seems easier for him to lol), and I have never had any problems in that department.
I had a friend of mine get pregnant with one - she had NO problems. It was something that you need to have checked out IMMEDIATELY because it could be a tubal pregnancy, but she was fine. The doc took it out, watched her for a little bit, and 9 months later she had a perfectly healthy baby girl.
Over all, I love my IUD. I had a lot of cramping in the beginning that took a while to get rid of, but for me, it was worth it. Most women who are going to have it taken out do it within the first year. If it's something you really want, you just have to stick it out. It does get better. Oh, and as far as the lighter and shorter periods? I never got that wonderful side effect, but it might be because I'm not getting those hormones. Please let me know if you have anymore questions - I'd be happy to help.