I was diagnosed in 1997 with ESS. I was put on Megace immediatly after my hysterectomy. The first 3-4 years was not too bad - weight gain and depression. In the last 5 years I have had many more side effects. A lot of them simialar to Cushing's Syndrome.
I am not trying to dissuade you from taking it - even with my problems I have been cancer free for 9 years. According to my oncologist it is the best.
Good luck with your decision.