Depends on history
Development of some side effects depends in part on history of hypertension, tobacco use, illness, age, etc.
Serious side effects of some common ocs can be searched for here: http://www.Nlm.Nih.Gov/medlineplus/druginfo/meds/a601050.Html
(full disclosure: this is from medline of the nlm. I was on the board of directors of friends of the national library of medicine when it launched medline. Py).