Hmm...well, I'm not using an IUD, but I did switch to progesterone-only pills about a year ago (forced to because of high blood pressure), and I'm pretty sure the Mirena IUD is progesterone-only too. The problem is that progesterone-only birth control only suppresses ovulation for 50% of users. If, like me, you happen to be among the half of women without suppressed ovulation, you'll see an increase in testosterone-related PCOS symptoms - acne, hair growth on face, hair loss on head. Switching didn't affect my weight either way.
On the diet front, I hate to be one of those people who pushes everyone to do their diet, but seriously, try Ultrametabolism - it's relatively easy, and I lose 2 lbs/week on it, so it works for women with PCOS.