I was the other way round, had to come off Dianette as it gave me awful headaches and now on Yasmin which has been great (also not on it for contraceptive reasons).
I made the mistake of starting mine as soon as I got it in wanting to feel better, altering my cycle, and didn't feel great for a few weeks but then it sorted itself out. I went from nothing to that though and my cycle was being problematic anyway and was getting a lot of pain and evil pmt, hence going on the Yasmin.