I am in the middle of my second month after getting the first shot (for 1 month) and the second ( for 3 months). I have recurrent fibroids and ovarian cysts that caused a lot of pain and severe bleeding.
I was scared to try Lupron. I consulted with my uncle who is an OB/Gyn and he told me that the version they use now is very safe, with side effects like many other drugs...
My doctor gave me options for the treatment, but because I want to get pregnant again (already have a 2 1/2 yr. old boy), hysterectomy was out of the question. The doctor removed some of my fibroids laparoscopically before I got pregnant with my son, but since they "showed up" again, he recommended to treat them with Lupron instead of removing them trough surgery, because the surgery leaves scarring that can later interfere with fertility.
Anyway, YES I have experienced many side effects mentioned here: hot flashes, mood swings, a couple of headaches, and some "bloating". The worst side effect for me has been insomnia...but they really haven't been that terrible...you learn to deal with them. I am in no pain and didn't get my period this month.
I guess everybody is different and they experience everything in a unique way.
My suggestion is to try it if you really need it and weigh in the pros and cons objectively.
Good luck!