Honestly, when I stopped Ortho Tricyclen after 8 years, I don't really remember any side effects. I quit mid-cycle--dh and I had decided to TTC and I'd been screwing up taking the pills anyway (forgetting, several days in a row!). After I quit mid-cycle, I got AF about the time I usually would if I was still on the pills, and after that, I was getting AF about every 45 days or so. But then AF stopped--I didn't get it for six months--and that's when I was diagnosed with PCOS.
I'm back on Tricyclen again (since my dd was born last year), and I'm not happy with it. I'm having a lot of migraines and my skin's breaking out. So, I'm looking into switching, despite the fact that we PCOS'ers maybe shouldn't be on hormonal bc for extended times. You are lucky that the non-hormonal IUD is an option for you--I have a septate uterus, and can't have one. So, I'm holding out for some newly-invented bc for dh!
Let us know how you are doing!