My mirena was inserted March 30, 2008 and removed today, May 23, 2008. I experienced a severe backslide into depression about 3 weeks after insertion. I have been treated for dysthymia (depression) for about a year - and I reverted back to acute depression while on the mirena.
My psychologist took very seriously the side-effect reporting of mirena causing depression in 5%, and recommended having the mirena removed to determine whether it was indeed the cause. I suppose I'll know soon. But I feel better already. My doctor was actually very understanding and sympathetic and my experience of removal was painless.