Alesse and blood clots

When I first started taking Alesse I did have nausea for about one week. That was the least of my problems.
I became such a basket case! I cried at everything (both happy and sad movies) and wanted to hurt anyone around me (including myself). I actually felt suicidal at times, even though I'd never ever seriously consider it. This was extreme depression, despite being happier than ever with my boyfriend. It was so confusing. I would burst into tears randomly...and on the last day of taking the pill, (only two days ago!) I burst into tears in public. It was very embarrassing!
I gained ~10lbs during the first month. My appetite had no end to it. I pretty much had all the symptoms of pregnancy, minus breast tenderness. My Dr. scared me and told me I needed a pregnancy test. Luckily, I'm not pregnant.
I developed these painful, red bumps on my shins. At first it looked like bruises, now the Dr. says it's from the pill (but he wouldn't tell me what it was). Now I'm worried about blood clots and the like. I've heard of other women having these symptoms. So, it's not just me.
Finally, I had a lot of trouble sleeping at night. I'd wake up randomly, feeling as though I was high on caffeine, and not be able to relax for ~30mins afterwards. By the time the alarm went off, I was exhausted. I just had mono this past year, and losing sleep weakens me even more now.
Not only is Alesse totally wrong for me, but I'm changing doctors. If you know your symptoms are from the pill, find another one. It's NOT worth ruining your life. Thankfully my boyfriend is understanding!