I'd like to have sex someday soon?

So I've been going out with my boyfriend for 6 years and we haven't had sex yet. I'm a Virgin and so is he. We do play around and get saucy with each other. We talk about sex and we both would like to have sex at some point. He always says he is content how we pleasure each other now. He does say what he'd like to do to me and that does get very tempting for me.
However contraception has always been a huge worry for me. I've never tried anything and I'm petrified of side affects.
I suffer with anxiety and depression, i have constant acne and worry about gaining weight. I worry contraception would make these all worse. My boyfriend works away weeks at a time so a long term contraception is the only option that appeals to me.
The implanon was my doctors advice as a long term solution but I've heard some very bad side affects from it. I don't know what to do.