I had a Paragard inserted last year. One of the best decisions I've ever made.
I assume you're in the US, which means that your choice for IUDs is limited to Paragard (copper, non-hormonal) or Mirena (plastic, hormonal). I chose the former because given my history of depression I didn't want to screw around with hormones. The hormones used in Mirena are localized and are in a less dosage than the average birth control pill, so
IUDs are recommended for women who've already been pregnant/have children as their uteruses are more used to having something there, but even if you haven't you can still have one implanted. I had never even had sex before mine was put in. All this really means is that your chances of expulsion are higher, by which I mean it's about 10%.
It's also recommended that you're on your period when you get one inserted, but mine was inserted after my period was over (but I kind of had special circumstances; I was going to move halfway across the country soon). Because of this, I was given a pill that I had to insert vaginally to open up my cervix so that it would be easier to insert it. Had mild cramping that day, but it didn't bother me really (but then again I'm good about dealing with pain). When it was inserted, I felt a sharp pain for a few seconds when it was stuck in and that was that. I was told that I would still be cramping while my body got used the IUD, and by the next day it was gone.
Since then, it's been a breeze. I don't have to worry about taking a pill every day, I don't have to go through insurance and buy more BC since I already paid for the IUD and insertion (which is excellent for me since I don't have insurance), I really don't have to think about it.
I know nothing about Implanon, so I can't say anything about that. Do you have an LJ account? There's this community called vagina_pagina that deals with a lot of these issues, and you could get advice from people who really know their stuff.