It really depends which meds you're on. For me it meant headaches, nausea, tiredness, dizzyness, clumsyness, moody/depression, bruising, breast tenderness, dry eyes, extreme bloating and WEIGHT GAIN. About 13 pounds from the start of the IVF cycle to the first positive pregnancy test.
In short, the progesterone and massively enlarged ovaries means I felt really pregnant, the whole time.
As an FYI- I don't remember every drug I was on, but here's what I do remember:
Menopur, Gonal-F, Progesterone, Estradiol, Lovenox (blood thinner), prenatals, Folgard, Lupron, and antibiotics.