Hi Jennifer,
To answer your questions:
(1) I have, mercifully, never suffered a migraine, so I have no advice there.
(2) After over a decade on hormonal BC, I am now using a diaphram w/spermicide, and could not be happier. It's an economical choice--after insurance, the diaphram cost $70 and it will last for 2 years. The spermicide (available at any drugstore) is $15 for a large tube that lasts us several months. It's also ecological--no continual waste like with a condom, sponge, or pill packaging.
No one thinks of diaphrams any more--they are considered "old school", but they are effective and easy to use. (There is a myth that you have to be a contortionist to insert one; if you can insert a tampon, you can insert a diaphram! It's not rocket science.)
I would never, ever go back to hormonal birth control. I had mood swings, battled depression, weight gain, etc. Also, now that I'm off hormonal BC and am having "real" periods, my attitude about my menstrual cycle has really changed. I really embrace it now. (No, I'm not nuts!). I take Evening Primrose Oil capsules to alleviate PMS symptoms and reduce cramping. My period is my downtime each month: my time to go to bed early, eat chocolate, take bubble baths. God forbid women slow down for a few days each month to take care of themselves.
(3) Yes, there is a monthly BC shot called "Lunelle". It has estrogen & progestin in it.
http://www.americanpregnancy.org/preventingpregnancy/lune...
(4) Birth control is a highly individual choice, but I would encourage you to consider non-hormonal methods, and let your body operate the way nature intended.
Good luck!