Getting an IUD is the worst 45 seconds of your life. It will suck.
I had Mirena for about 9 months. It was recommended because I have persistent, recurrent endometriosis and have always had baaaaad, heavy menstrual cycles with cramps. I chose the hormonal IUD because it's less...painful. If you're getting Paragard, be prepared for heavy cramping and bleeding for quite a while. This is what I've heard from most people who choose Paragard. It's also why they get Paragard taken out.
Of course, I had my Mirena taken out because it was such a pain in the uterus. After several months, my hair fell out, I got baaad acne, put on weight and was an emotional wreck (I'm also on antidepressants and they had to change my dosage because I was so miserable).
I kept hurting me, and my gyno finally said my body kind of "rejected" it. Pain became painful due to recurrent infections, so he took the bitch out of me.
Removal also sucks. It's just like insertion.
As for the strings, yes, they soften over time and have a tendency to wrap around the actual IUD. MY gyno never told me to check my strings. I have a tiny vaginal canal so he cut them very short, and they still wrapped around the damn thing. Over time you kinda don't need to check the strings because believe me, you'll fucking KNOW if the IUD comes out. It's like a robotic sperm-zapper.
Before I finally decided on which IUD to choose, I visited a LiveJournal community to read the stories and get feedback about what to choose. You don't have to become a member unless you want to actively be a part of the community, but I'd recommend at least visiting the page. There are doctors on the community, and everyone there has had a different experience with these sorts of birth control. It really helped me and put my mind at ease.
link
I hope you find that info useful, and best of luck with whichever method you choose, dear