I considered pellets, and decided not to get them on the day of my appointment right before my Dr. put them in!!! There are a lot of considerations with the pellets, and the main concern I had is that they have to kind of guesstimate your dose according to your target estrogen level, and everyone is different so if they give you a dose that may have worked for someone else, it may or may not affect you similarly, so your levels could be really high, or too low; if too high you have to wait for your levels to fall; and if your estrogen level was too low, then the protocol at the clinic I went to was to administer another pellet(s), which could make your estrogen level too high, so you're still stuck with high estrogen level, and high estrogen levels increase your risk for a lot of problems like gallbladder disease. And another thing about pellets is that some surgeons will not perform elective surgery until the pellet(s) is at the end of it's cycle.
I'm on patches now (twice weekly), and was on pills and injections (both at the same time) for several years, and I like the patches the best (even though removing the adhesive is a bit annoying), because they are more convenient for me, and I also think they are safer (absorbs directly into the blood stream, and no needle sticks).