I've had a copper IUD for about a year now. I'm 29, and I've never been pregnant, so my GYN recommended the smallest of the copper devices that's available here in Canada. I don't think you can get it in the US.
My experience thus far has been kind of frustrating. I can handle the heavier flows, but the cramps and back pain and generally feeling yucky around my period are wearing me down after a year. I feel stuck as far as birth control goes, though, because I get terrible mood swings when I'm on the pill (as I was for close to 10 years before the IUD). So, I'm sticking with the IUD for now because it seems like the best alternative, but I can't say I've been terribly happy with it.
In my case, being a cyclist has actually exacerbated the side effects of the IUD. The cervix tends to be in a low and open position right before and during your period, and I get MAJOR cramps from cervical irritation caused by the IUD threads (I think) if I ride my bike during this time.
2010 Scott Speedster Limited/Bontrager Inform RL
2008 Cannondale Rush 2 Feminine/Terry Butterfly
2005 Cannondale F400/Terry Butterfly