I used to prior to DS1 take the pill and i tried skipping the sugar pills and continuing on and would work for a month or two then i would get break through bleeding and was told by a Dr you should only do it on a pill that is designed to do that.
It's also different for everyone. I come off the pill in April 2001 had a bleed after a week then had a normal AF about 6 weeks later, then fell preggo with DS1 the next cycle. Fairly quick for me - he was born April 2002.