Just researched bloating and the pill out of curiosity. There could be some bloating and weight gain associated with taking oral contraceptives. However, there are also ways to combat these side effects and pills with lower doses of estrogen to be considered.
If the article is up to date (copy write at bottom of website had 2009) and reliable (it was written by Frederick R. Jelovsek MD, MS), then I would consider, based on his advice, these four pills when talking to your doctor: Alesse, Levlite, Loestrin-Fe, and Mircette.
They contain the lowest dosage of E and therefore have lower risk of feminizing effects than the typical higher dosage pills like DeproProvera. They, also based on the article, could cause you to lose weight.
To anyone wishing to stop their monthly (I know it's horrible, trust me-I know), please consult your doctor first before taking any medications, trying any OTC drugs or herbals, or attempting any DIY method.