... they are a factor, with smoking, in causing sudden death by a pulmonary embolism.
Did your doctor who prescribes them happen to mention this fact? If not, you may want to change doctors ... just a thought.
(Nota bene: this in addition to the fact that pills are deadly for the soul because their use, as with all forms of artificial contraception, are a moral evil contrary to the truth and meaning of marital love. (Pope Paul VI, Humanae Vitae)