I am thinking of switching from Depo Provera to an IUD and was wondering if anyone else in the forum has had this done?

I have been on Depo for a more than two years and have experienced some horrible symptoms that I think are all connected to the shot. I gained 30lbs in the first year and even though I have a personal trainer and work out far more than I ever have since September I have lost no weight. Also, I have gotten to the point where I am depressed just about everyday and worry constantly. I've started to realize that I have been becoming a bit paranoid and think my boyfriend is cheating on me even though I know he isn't. Thirdly, I am always hungry and even though my doctor diagnosed me with reactionary hypoglycemia, he does not know why I have it. Also, I have found myself becoming easily confused and have a hard time making decisions, but that might be from the depression.

The one good thing about the Depo (besides not getting pregnant) is that my periods stopped. I cannot stand getting my period and being without it is great!

My main question is can you immediately start the IUD after getting off of the Depo? I read that you may have to wait for your hormones to balance before you can start another birth control. Considering my boyfriend is allergic to latex and I want the most effective birth control I can find, I am hoping I can switch to the IUD immediately.