By the figures usually quoted (ie. percentage of women remaining pregnancy free whilst using the method for a year)...
Implanon Implant - no known pregnancies when inserted correctly
Depo Provera Injection - 99.7%
Pill - 99% with perfect use, 97% with typical use
Other methods I can't remember the % for... IUDs (coil), patch, ring, mini Pill (POP), various barrier types (condoms, femidoms, diaphragm).
Talk to your doctor or nurse about what's best for you, because something might be effective but not suit you at all. (I can't take the pill because it sends my blood pressure through the roof, for example, but Depo works amazingly for me.)