Below is what I had previously posted about my experience with the Paragard. If you are interested in that thread (I don't think I can link it?), search for a thread titled "Copper IUD and side effects" in Family Planning.
I had none of the typical side effects - no bad cramping, periods were only slightly heavier (though tamed with the DivaCup), etc. However, I believe I had a reaction to the copper. A sibling of mine had it, too, and we both had them removed.
I was ridiculously emotional, irritable, and well, slightly depressed. I kept it in longer than I should have and I do regret that. I was fine for the first few months, but then everything went downhill for a while. I have had it removed for almost four months and I'm still not back to normal (yet). I'm much(!) better and I am confident it will take a couple of more months to feel 100%.
With that said, I recommend the IUD to people, but I would caution anyone to watch their symptoms and if they have any of the emotional side effects, yank it.