What Causes Bleeding After Taking Contraceptive Pills?

Hi i have been on contraceptive pills for about 2 years now. I started on dianette which was great but about 5 months ago I began to regularly bleed during intercourse. I went to my GP about it and he changed me to Yasmin and referred me for a smear test (which came up clear). I had to change from Yasmin after one month due to emotional unbalance (depression/severe mood swings etc.) and have just started Cilest. As advised I started on the 1st day of my period. My period then went on to last 10 days (which is not usual for me) and I havce since had continuous spotting and very light bleeding, with heavier bleeding occurring during intercourse. I am on day 13 of taking Cilest now. Is this pattern of bleeding usual for beginning this pill or would you advise me to seek another change as it is really becoming an upset to my daily life.