I had a similar problem when on the pill... was on Ortho-Lo for 2 years - curls that came and went and were never defineable. My hair also seemed to get quite fine, whereas it used to be rather thick and strong. After moving to the UK, I was put on the POP Cerazette (stupid BMI), which made the curls a bit unreliable - when they were good, they were very good, but when they were bad they went into a pony tail. I also noticed some pretty obvious hair loss with Cerazette. I went off Cerazette for about a year, and my curls came back (though I didn't know to do with them at the time), as did whatever hair I'd lost (though sadly some came back grey - stupid hormonal shifts).
I went back on Cerazette about a year ago, and noticed the same effects - no real change to my curls, but definitely noticed my hair thinning and falling out. I switched to the IUD Mirena (localised hormones) about three months ago and my hair seems already to be shifting back to how it was pre-pill. Definitely thicker, more curl definition - and if anything, it's getting curlier.
Just my 2p.