I have had two Mirena coils - I couldn't face the idea of the copper coil as my periods have been long heavy and debilitating in the past and I couldn't face the idea that this would get worse with the copper coil. I have much more of a natural cycle (breast changes, skin changes etc. on monthly rotation) than I did on pills, and that's because the hormone works locally - i.e. mostly just acts on the ovaries and womb - rather than being in the blood stream but with the advantage of no periods/light periods. Anyway if you don't want hormones and don't mind heavier period then copper coil sounds perfect.
Regarding insertion - well it's not pleasant. It can cause your blood pressure to drop, making you feel sick and faint and that's worse for me than any pain/discomfort BUT there is a nurse up near your head at all times keeping an eye on you, making sure you're OK. Some people don't find it too bad though, I'm just prone to faint feelings. Afterwards it just feels like mild period cramps for one or two days. The main irritation is that, because it can make you ill, you aren't allowed to have your child with you (unless there is someone else there looking after it) because you might not be safe to be there main carer immediately after the procedure.