I wasn't on Depo, but I had several friends who were, and a lot of them had bleeding through the dose. One friend of mine didn't bleed at all after, so I think the results are varied. I hope it works for you, since I think a lot of guys around here feel the same way about the captian.
There are also certain brands of B/C that you can take and just skip the blank week to prevent the bleeding and I know there were several patients at my pharmacy who did that. Seasonale comes to mind- it is supposed to prevent bleeding and limit it once every three months, but there was one gal who used it without any break at all for well over a year. The only problem with taking BC like that though is that is you have insurance, it causes billing issues. I also am not a doctor, so I don't know about health risks associated with doing that.