I was told to stop because it was making it very hard to treat my anxiety, when for a few days a month I would then swing into an unusual depression. Off the Ortho, the mood swings are MUCH less of a problem, usually almost unnoticeable. It was directly related to the pills.
I would avoid the other pills that stop your period for the reasons I listed above, whether or not any studies have conclusively linked them yet. It sketches me out.