There are two ways to answer this question – which is better for your embryos, and which is better for you.
What about the embryos?
PIO is the gold standard for IVF – it is what clinics have been using for a long time and know a lot about. That is why many clinics continue to use it. Nevertheless, the available data shows quite strongly that suppositories are just as good as PIO in terms of supporting pregnancy. So if your RE switches you to suppositories – or has you on them from the get go for whatever reason – you do not need to worry about it endangering your pregnancy.
What about me?
If you read infertility blogs, it seems like everyone has an opinion about which form of medication is easier to use. The people who are on PIO wish they were on suppositories, and the people who are on suppositories wish they were on PIO. I have been on both, and in my humble experience, there is absolutely no argument: progesterone suppositories are sooooooooooo much better than PIO shots.
Still, even I have to admit that there is some argument to be made, so let’s look at the pluses and minuses:
The obvious advantage of suppositories is that they don’t hurt. They don’t make painful lumps in your rear. They take just a second to insert. They don’t require the presence of another person in order to execute (assuming you have not graduated to the tough veteran status of the PIO self-injector). And in my case, unlike PIO they don’t cause raging infections inside my butt muscle which drag on for months.
In my mind, there are three big disadvantages of suppositories. First, they make a mess. Not to get too graphic, but you feel an unpleasant running sensation from time to time which makes you want to be in a bathroom right this very second, and the suppositories can easily leak all the way through your garden-variety pantiliner. The second disadvantage is that you (or at least I) have to use the suppositories three times a day. That means three times a day you have to remember to do something, and if you are me you will be spending a bit too much mental energy wondering “did I or didn’t I already?…” The shots, in contrast, only happen once a day – we just did ’em first thing in the morning and were done with it. The third disadvantage is that… well… certain activities might be less attractive to your DH because he is worried they might make him sing an octave higher.
Still, weighing the good and the bad, I would pick suppositories in a heartbeat. I’m just not that big a fan of pain.