I believe the difference has to do, in part, with absorption rates and individual tolerances (i.e. like magnesium - citrate has high absorption but also has side effects including diarrhea, so it may not be a good choice for everyone.).  As you are doing, you may have to rotate to find one that works for you while having the least bothersome side effects.

I have been taking iron in the form of ferrous fumerate for years and have had no problems with it. I take it right before bed as recommended by the pharmacist, though taking it on a full stomach may reduce some of the gastro side effects you are experiencing. I originally took the Palafer brand (not time release) but that brand is somewhat expensive, so I now use the Life Brand variety, which is easier the the budget.  Fumerate is also available in the Euro-Fer brand, which I believe you can get at Costco and Wal-Mart (at least here in Canada). I haven't noticed any side effects with the iron, other than a temporary darkening of the stool (it can range from black, very dark brown, to even dark green, depending what else I have eaten). If you do experience changes in stool colour while taking iron, don't be alarmed.

Keep in mind, it takes a long time to build your iron levels back up.  You should also avoid taking it at the same time as calcium supplements or dairy products, as they can hinder absorption of iron. I take several different supplements and space them out during the day.  Seems to have worked as my levels are now normal. I used to take it daily for many years, now I take iron only a few times per week to maintain.  As I mentioned, I usually take the iron just before bed. 

I started  seeing a hematologist because my iron levels would always drop very low  even with taking an iron supplement. From reading, it seems that many j pouchers have issues with iron absorption. My hematologist suggested iron infusions since the oral iron wasn't cutting it. They have helped tremendously and I feel better right away. If your ferritin level is very low,  it takes a long time to build that back up orally. Good luck, I hope the oral iron does the trick. Just thought I'd share just in case you still have a problem after taking the oral iron. 

I take ferrous gluconate daily, 28 mg (with 500 mg chewable Vit C to help with absorption) on an empty stomach first thing (an hour before I have bfast).  I don't find any issues taking it and my hematologist said she finds to be easiest kind to take.  I used to take to twice daily, but now just once a day.

I was majorly anemic after a hemorrhage, so the hemotologist had me try an iron infusion, but I was allergic to two types of IV iron. Too bad because that's an easy, fast fix.  Instead I take the oral iron daily, but as MGMT20 called out, it took 2 3/4 YEARS for my ferritin to return to the normal range.  My hemoglobin and hematocrit returned quickly to normal on the oral iron, but that hemorrhage set me up for a long road of red cell recovery (the iron stores especially).

Or eat lots of liver pate

Laura