My progesterone was fine with my first beta draw, but since I had an early loss last year, my RE wasn't taking chances and put me on progesterone suppositories. You can expect to be on them for the duration of first tri.
I don't think either pill or suppository is better than the other in terms of effectiveness, but the suppositories are definitely messy. My insurance wouldn't cover the pills and they would have been like $700 OOP otherwise. With the suppositories I had to stay laying down for 30 minutes afterward (put one in in the morning, one at night) but they still oozed out of me all day long. A pantyliner wasn't enough, I had to wear a full pad the entire time I was on them.