Progesterone shots anyone?

I'm only 10 weeks and currently on the vaginal suppositories but today my doctor told me at 16 weeks they'll be giving me a shot per week to help me not go into early labor. I'm just worried about side effects i already feel like shit and was looking forward to feeling normal after this trimester. I don't want to spend this whole nine months miserable. Anyone had experience with the shots and how did your body react?