I've got the paraguard IUD and love it!
I was on BC pills as a teenager, then switched to Depo-provera, which I was on for 3-4 years. Only after quitting it did I realize it was messing with my body -- I was ALWAYS tired, no matter how much I slept, and got sick more easily.
Paraguard does give some women heavier and more painful periods -- I had been either pregnant or on HBC since I was 15, so I barely remembered what my periods were like naturally, but I knew I had never had cramps. Now I get 2 or 3 days of moderately painful cramps, although that could just be because I'm older, and my periods are no heavier or longer than they were on BCP. Mirena, on the other hand, leads to shorter and lighter periods, or for some women, no periods at all. I thought about that one, but wanted to go completely hormone-free.
In my case, all I had to pay was a $20 copay for 10 years of protection that is more effective than any pill/shot/patch/ring. Even if I had to pay full price (I think it was $400 back when I got it) it would have been worth every penny, especially since I know I'll be getting the full 10 years out of it. (Mirena lasts 5 years, or at least that's what it was last time I heard.)
Some doctors refuse to insert an IUD for women who haven't given birth, because that raises the risk of expulsion (although it's still pretty low). So make sure to ask your doctor, and start seeking out someone else to do it if necessary.
Another thing to look into may be that Nuvaring... it's hormonal, but it's a pretty low dose since the hormones are mostly working locally... I know some women with hormone sensitivities have good luck on that one. Of course, that's twice a month you have to remember to deal with it, as opposed to once every 5 or 10 years.
Feel free to ask me any specific questions, here or by PM... all in all I think it was the best possible choice for me, and when this one "expires" I'll strongly consider getting another! I like that it's not permanent... we're 99% sure we don't want any biological children, but it can't hurt to keep the option open for the next 15 years or so.