There are quite a few ladies who use pellets. They're hugely satisfied with it... good results, low dosing maintenance, even levels... the only real down side is that you have to see a doctor every 3 to 5 months for the implant.
The closest that you'll get to pellets is injections. But you still have to break them out every couple weeks, but you can do it at home. I would have done pellets if it was offered by my physician... so shots it is for me... still not a bad option.
JennyGirl is a good person to talk with. And she had very very good results.