Several people that I know with Mirena, who all love it now, have said that they spotted quite a bit for the first several month. I think you have to get through that part and then it's good (for most people, at least).
As for Paraguard, my OB just told me at my last appointment that it tends to give people horrendous periods.
We use nothing. Right now I am TTC so of course nothing is used, between DS and TTc starting a year ago I found abstinence to be a great form of birth control. Seriously breastfeeding tanked what little drive I have so it just didn't happen. I have told hubby I don't expect him to get the snip when we are done and he also doesn't expect me to get anything permanent done and the pill is so freaking expensive and it takes me awhile to find one that doesn't make me nutty, suicidal or homicidal, and at the cost of them I can't afford to trial one for a couple of months then go back to the doctor and trial another one.