Whilst your body is getting used to the artificial hormone in Depo Provera, it can cause hormonal side effects, such as the ones you are getting. This usually passes when you've had 2-3 shots.
Because it can take this long to accept the Depo Provera, the body can take just as long to return to it's normal balance, sometimes longer!
By not getting your next shot, you may find that it takes up to 18 months for your body to return to normal. If this is the only reason you are stopping, then you may prefer to carry on until you've had at least 3 shots.
As the last member said, you are covered against pregnancy until your shot is due.