My experience was a long time ago, and I’m sure was not typical, but:
I chose to try an IUD after my first child, since I was nursing and did not want to use hormonal birth control, and did NOT want kid#2 right away. When I went back a week later so the doctor could make sure all was well, it wasn’t. In fact, he couldn’t find the dam thing. Turns out it had migrated out a fallopian tube (which explained all the weird cramps and stuff I’d been having) and was wallowing around in my abdominal cavity. I had to have surgery immediately before the device damaged something I really wanted. I ended up with a nice horizontal slice right across my lower abdomen. Not a fun time.
Anyway, I’m sure that only happened to, like, just me and nobody else ever, and that things have improved since then.