I took the vaginal prometrium from ovulation until my 10th week of pregnancy. I didn't really have any side effects from it. I had to take it twice a day, so I wore a pantyliner after the morning one to cut down on the mess. Other than that, it was a piece of cake. I'm now 16 weeks pregnant. Good luck!
I took prometrium orally once. It made me dizzy, so I had to take it right before bed. Other than that no other side effects. I'm not sure if the vaginal pill has the same side-effects as the oral ones, though. Best of luck to you!