Hammer,
If your period is coming at the "wrong" time during the pill cycle, and you are admittedly not good at taking the pill at the right time, you are at HUGE risk for pregnancy. Your period coming early is telling you that your body is running the hormone show, not the pill. And if your body is in control, then it will try to ovulate.
Depo shots are a good alternative. But like mentioned above, it has it's down side. The IUD is great (I've had 2 over the past 10 years) but is not good for those who are not monogamous (i.e. married, very long term relationship etc) because it slightly increases the risk of an STD. I'm an old married lady so that better be out of the question!! There is also concern about using an IUD if you've never had children (stretched out uterus).
Someone mentioned going on a higher dose pill. That will decrease the need for being exact about what time you take it. But of course, we would all like to be on the lowest dose possible.
I didn't know that the patch doesn't stay on during heavy exercise. Thanks for telling me that bit of info KSH. Perhaps there is a way to get around it? Put a dressing over it? Like "tegaderm"
Talk to your ob/gyn That is for sure!
And of course, get on the bike