I had a pretty bad experience with NuvaRing -- such that I really only had it in for two weeks, so maybe I'm not a reliable resource since the side effects could have gone away if I had waited, I don't know.
I experienced an episode of MAJOR depression literally three days after I put the ring in. And, I had trouble with it popping out during sex (I know it's not supposed to; maybe I was doing something wrong).
Like I said, I had it in for a very short period of time. Sorry I can't say anything good about it! I wish it had worked!
EDIT: The depression for me was too awful to bear, but it does sound like sometimes if you wait a bit that stuff clears up on its own