I have had 2, the normal copper type and the mirena.
Neither of them were too much trouble being put in... they are put in on your period as your cervix is slightly open then.. this makes it easier (and less painful) to put the coil in!
The normal coil was fine.. but I did find that it made my periods a little heavier... It does nothing but stop an embryo actually implanting... so theoretically, you 'could' conceive every month, but the pregnancy wouldnt 'take'
The Mirena didnt suit me as I dont get on with the hormones in it... it did make my periods stop altogether which I found a little disconcerting as each month I kinda convinced myself I was pregnant!
It is more likely to be 'safer' as the hormones inhibit ovulation, and also the physical presence of the coil, stop any products of conception implanting....
If you are cool with the 'no periods' thing... then I'd say to go with the mirena...
Its a one off thing (for a couple of years) and you really dont have to think about it too much... just check the threads regularly to make sure its not become dislodged...
Hope that helps