When you are on the pill the montly period is actually a withdrawal bleed. It was included in the original pill instructions to comfort women that their cycles were normal and that they weren't pregnant. There is now no medical evidence to suggest that the combined pill shouldn't be used continously (thus skipping periods entirely).
There is also only a small health risk from taking the pill for a number of years provided you are under 45, normal weight and normal blood pressure.
See: http://contraception.about.com/od/prescriptionoptions/p/MissingPeriods.htm
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