I think everyone gave pretty good advice for birth control (I've only ever taken pills, which wouldn't be an option for you, and my fiance always wears a condom)

But in regards to sex, I also have troubles with it hurting because I feel too tight/not wet enough. So the nice lady down at Planned Parenthood that I told this too told me to get a vibrator. I use it when we're having sex and it really helps. It still hurts a little, but it's getting so much more enjoyable than when we first started. Oh, and definitely keep on using lots and lots and lots of lube.

Good luck!