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I've had pcos since I was 15 - well that's when I was diagnosed, I think I had it as early as 11. I'm in my late 20s now.
The worst part of it for me has been the hair - it's sooo embarassing and I remember getting teased about it in school.

A couple of years ago, I started on a path that has really helped me, so I wanted to share it with everyone in case it might help you too.

I got my weight down to a reasonable level by using a low carb eating plan. Low fat doesn't work for me, but low carb is a godsend. I've kept the initial weight off for over 2 years and I'm trying to lose a bit more and look better through exercise and diet.
Then I started ordering Diane 35 online, since it's not available in the US. I started taking it, and it's the best bcp I've ever taken. It didn't destroy my sex drive, like some others did.
I started spironolactone and glucophage. That was really helpful. The glucophage really sped up my weight loss and the spironolactone after about six months began to decrease the hair.
I got some laser hair removal. I didn't have enough money to continue my treatments until the hair was totally gone, but I went twice for most of my body and that decreased the amount of hair to a manageable level. It has stayed at that level for over 2 years now. I'd like to get more, but can't afford it right now.
I started using Vaniqa - this is about 6 months ago now. Vaniqa is like a miracle cure for the hair I had on my face. One tube is $65 dollars, but by using it sparingly (but still twice a day) I make it last almost three months. I waxed my facial hair, and it still hasn't come back with my faithful use of Vaniqa. I have a little bit of fine blond regrowth, but it's soooo much better than it was, I stare at myself in the mirror sometimes.

I know every woman and every patient is different. These are the steps that have made my problem less, so I hope they can help you handle yours!