I take Yasmin and haven't had any real problems on, I've been on it for about three months and have noticed a big improvement in some of my symptoms (namely excess hair), I'm not sure if that's the Yasmin or the other drugs I'm taking (Metformin and Finasteride). I've lost some weight on it, which is a surprise since the last time I went on the pill (Microgynon) I put on a lot of weight and got depressed.
My gynae consultant says that he prefers to prescribe Yasmin to people with PCOS, I think, it has an anti-androgen and apparently has less of a tendancy to increase weight gain. I've been really happy on Yasmin but everyone is different. It can be down almost to trial and error to find one that works with you.
If you check out this link:
http://www.wdxcyber.com/ncontr13.htm
Down near the bottom there is a table of suggested pills to counteract certain problems (some associated with PCOS) so might be worth a look. From what I know and have read Dianette and Yasmin are the most commonly prescribed BCP's for women with PCOS.
Anyway, I hope that helps or even makes sense (it's nearly 2am and I can't sleep).