Hello,
One of the most common side effects of Depo, is nervousness and possible depression. There are more facts that you can read about if you google 'Depo-Provera Facts and Side Effects'. If you have serious anxiety or depression, this may not be the birth control for you ~ speak with your doctor about this first before you decide...
A few more common side effects are: changes in menstrual cycle (which can include irregular periods, no periods, and spotting); fatigue, weight gain, headaches, and sometimes dizziness. Another fact to be aware of is that once you stop Depo injections, it may take several months for your menstrual cycle to become 'normal' again. Although you can become pregnant after stopping Depo, it can take several months to a year before you're able to conceive.
Personally, I liked Depo because it was easy to maintain the scheduled appointments every 3 months. Also, it is extremely effective when it comes to preventing pregnancy. One thing I did not like, was the weight gain and fatigue I experienced... It really comes down to how each woman is affected by their dose of Depo they receive; everyone has similar experiences, but may experience different levels of side effects...
Hope this helped :)