Don't know about the liquid thing, maybe it has do with the fact that you were pregnant.
The other side-effects... I got them too and the same arguments with my b/f. The ring kinda scares me...doesn't it hurt???
Could you tell me more about the pills? I thought they were just as efficient as the shot...
No, the ring doesn't hurt. It was a little weird at first, but I got used to it in a week or two. It's not dry, like a tampon - I think it's some kind of flexible plastic. It just sits in there, for some people it makes sex better.
You leave it in when you're having sex (although you don't have to - you can take it out for up to 3 hours at a time). You take it out then you have your period and get a new one.
A very small percentage of people don't respond to the hormones in birth control pills (same hormones in Nuva ring) and even if they take correctly they can get pregnant. You'd know if you were one of these people pretty quickly. Usually once you've been on them and they've worked for you they will always work for you.