My period disappears when I am not on the pill. Kind of hard to have a baby when you aren't ovulating. I understand your frustration.
My first thought is five months isn't that long, even though it seems like a life time. My second thought is that I have heard from friends that their doctor told them it could take up to a year to get pregnant after being on depo.
So my suggestion would be to see your doctor. Is you period wonky simply because you need to give it more time after being on all the hormones, or is something amiss? In our case, by accident we discovered that my blood sugar runs higher than most (not diabetic, just on the high end). That higher blood sugar causes me not to ovulate. After 2.5 years trying, 2.5 weeks after being on medication to lower my blood sugar, we were pregnant. So get checked out. Make sure everything is fine. And in the mean time, enjoy the baby making practice!