the pill definatly screws your body up majorly, when you are on the pill your body has prepared itself for a 'fake pregnancy' so when you come off it, its a major shake up. It can take awhile before your period comes back and before it becomes regular again. Also, if you think the pill may not be 'working' as alot of the girls have said the pill has 'failed' them...monitor what your body is saying, you may need a higher dose pill, sometimes your body can get so use to the same pill that if your even an hour late in taking your pill you may start bleeding, or you may jsut get break through bleeding half way though a cycle, if you experience anything like this, talk to your doctor and you will need a higher dose pill.
The symptoms like sore nipples is probably just your body re-adjusting itself back to normal, im on the pill yazmin, its really good, not sure if you have tried it before, but prior to being on this pill i was on leveln ed which gave me a lot of migranes (like yourself) weight gain and stomach pains, everyones different but yazmin is a higer dose pill and it dosnt make you gain weight, its a little bit more exspensive, but in my vote, well worth it.
Also, i read a comment that said taking the pill whilst pregnant isnt a good idea,
well really there hasnt been any studies to suggest taking the pill whilst pregnant causes any danger to you or the baby, theres generally no reason to take the pill but if you were unexpectedly pregnant, the pill shouldnt effect you, but to be on the safe side, its a good idea to stop taking it if in deed your pregnant. If the tests keep coming up negative, then id say your not pregnant. If your still feeling unsure about it, go to your doctor and get them to take a blood sample for you
good luck