All IUDs can perforate a uterus. Any form of birth control can cause side effects. Any medication can cause problems in general. Hell, pregnancy has side effects and can potentially cause death :P

You just learn to know what to look for and you get it looked at, that's all. And your doctor can tell you if you're not a good candidate for a particular medication (i.e. smokers shouldn't use hormonal contraceptives), like you should be doing already.