There's some speculation (not proven, but that alone is enough to turn me off of it) that marbling causes scar tissue to form in the uterus.. so for that reason I decided to not go that route with my mare, since there's a chance I'll breed her, or she'll become a broodie later in life.
I use mare magic and it's WONDERFUL at toning down heat cycles. My mare has almost "invisible heats", but can get sore so it helps with that (not moody or squating, just general soreness, can't blame her, I get it too ;] ). I reccomend it to anyone as a starting point with somewhat pissy mares, if it doesn't completely solve the problem there's always more potent stuff to try.
She gets regumate at shows as a precaution, just in case she's stalled near stallions. You never know, I don't want a worked up at a show just because there's a stud close to her, lol. I've never had a problem with her (she did 3 full show seasons w/o regumate, and no issues).. but I'm not willing to take the chance.
I also do NOT reccomend the Depo shot, my vet has told me more often than not it gives mare muscle soreness.. and since performance/show mares are almost always the ones who need it, that's a huge problem.
To the OP: Just give Mare Magic a try and see how it goes, I personally have seen some great results with it, and it's actually the only supplement (besides things like marbling, regumate, etc) my vet will suggest for mares.