Some people take Lupron and suffer no side effects. Honest! Others are not so lucky. I did seven cycles with lupron and had 5 cycles that made me go crazy. It's frequently referred to as "Loopy Lupron." The worst side effect for me were the headaches that were on par with my worst migraines. Basically, it wipes out your estrogen and simulates menopause so you can get the hot flashes (check), sweats (check), headaches (check check), mood swings (check), etc. that are associated with menopause.
As far as long term consequences or side effects are concerned... call me Pollyanna, but I never truly worry about those because with ART cycles you're on Lupron for such a short period of time before they reintroduce estrogen into your system that the warnings aren't applicable. If you read the research studies about the long term side effects of lupron, they're based on studies done on women being treated for endometriosis and other conditions requiring long term (i.e., 6+ months of continuous lupron) and men who are on lupron for prostate cancer treatment, not women who are on lupron for 10days to 2weeks at a much lower dosage than discussed in the studies.