I know women's hormones are a plague to many people (both men and women!). There are two basic books on the topic, by Lee "What your doctor may not tell you about menopause", and "Screaming to be Heard" by Elizabeth Vliet (not me). Lee also has a book on premenopause that I actually found very helpful. I just saw that he has a breast cancer book, though I have not read it.
With the issue of hormones, I think the important thing to remember is that they can be out of whack because of the other things that are out of whack (thyroid, etc.). And then of course there are the people who's thyroid, etc, is out of whack because of their hormones, but that's another topic.
First, infertility. This is very common with thyroid. It's much more complicated than that, but many people are doing infertility treatments and haven't even had the right thyroid tests run, so it's definitely worth noting the connection. I would lump absence of periods, etc. in with this and say that it's all connected. If the thyroid doesn't fix it, then you start peeling away, looking at more layers, but obviously if you never deal with the root problems, then you'll still have that problem, despite all the infertility drugs, etc. Similarly, taking various hormones to start absent periods or alleviate heavy periods may not be dealing with the root problem.
Next, menopause, just read the books. One in three women will have thyroid problems by the time they get through menopause. Say it again..1:3. So, it's all connected. And then when you ask the chicken and egg question (which came first the thyroid or the estrogen problem), it's going to vary with the woman. Lee and Vliet's books should help you sort that out. Both are available at local libraries or through amazon.com. Many women are doing well with thyroid meds, stuff for adrenals maybe, and then progesterone. Some women are doing estrogen and progesterone. I'd be careful about estrogen with no progesterone. Mercola has info on all this, and then Lee and Vliet of course. Opinion varies as to best delivery (cream, pill, etc.). Whatever works! There are some compounding labs that are particularly well-liked by some people (Women's International, etc.), but your prescribing doctor should have an opinion on this or you can ask around.
PCOS is very common. Once again, you want to look for root things going on. I think the adrenal links would be helpful. Basically it's connected to CAH (congenital adrenal hyperplasia) and other such things where you can have low cortisol but other things that are high. Then you end up with all kinds of things out of whack, low thyroid but adrogenic symptoms, etc. I've been reading about this in "The Safe Uses of Cortisone" by Jeffries (which is not worth buying in my opinion, but worth finding through the library on interlibrary loan, unless you have lots of money to blow that is). The issue is not the name, because there are so many different names they have for things that are all very similar and are all treated basically the same way (thyroid meds and cortef); the issue is to figure out what's really happening in your body and what's really out of whack or low. Determine what's actually wrong and then you can fix it.
Came across this link and thought it was interesting. link on detailed hormone levels, charts, etc.
Also Mercola as usual has some good information if you do searches. I was particularly interested in his concerns over the safe dosing of progesterone cream, so this is worth reading if you're considering that.