Hm, I don't have much personal experience, but I read a lot of threads about bc on a wedding-planning message board when I was engaged .... really the only conclusion I came to was that each pill has different reactions for each person. Regardless of whether you're talking about acne, weight gain, nasuea, or any other side effect, there were always some girls that had them and some that didn't. It's really more of a trial-and-error process than anything else, just experimentation until you find the right pill for you. (However, there did seem to be a disproportionately high number of horror stories about Depo...) I also think that it can take up to 3 months for side effects to go away for any pill; almost every doctor will ask you to stay on a pill for at least 3 months before trying something else. (Which is why everyone recommended us virgin brides to start bc 9-12 months before the wedding, so you have time to find the best pill before the big night!)
I was only on hormonal bc for 3 months. I took Mircette, which has a lower dose of hormones but also has a small amount of hormones in the pills you take while on your period, which supposedly reduces some side effects such as mood swings. The only side effect I had was sore breasts, but we decided to quit the hormonal bc before the wedding for moral reasons rather than medical. (I could explain if anyone's interested but it would be off-topic for this thread; maybe you can PM me if interested.)
Also, as a random side note, you tend to hear a lot of stories about women gaining weight while on the pill, but studies have actually shown that the same number of women if not more actually LOSE weight while on the pill!