I have a Paraguard, which is like Mirena but without hormones. I agree with musicbug - having it put in was the worst part (painful). Thankfully it doesn't take very long, and if you take ibuprofen beforehand that will make it hurt a little less. You will want to go home and rest after your appointment. I was fine the next day. I had some cramps for the next couple of days, but nothing major. No problems since then. It definitely was a little disconcerting at first to think of a "foreign object" being inside my body, but I got over it. You can't tell it's there. Good luck.
I got mine almost 2 years ago. I agree with the other posters that the insertion was the worst part - basically you have labor pains. I remember taking Tylenol or something before the doctor's visit but it didn't come close to taking care of the pain.
Another problem I had was with the little plastic string. My female OB left it long because they tend to either be expelled or creep back up into the uterus. I had a follow up visit and the male OB trimmed it. The female OB complained that he cut it too short but I haven't had any problems with it "disappearing". I'm actually glad he trimmed it because I could practically feel the string hanging out of me - ewww. Not to mention the sex - yes it does poke occasionally at first . If the string is shorter it is less likely to poke your partner. (Hope I not grossing you out!)
Anyway, I love it! Other than the first initial problems, it's been great. I almost forgot to mention - because of the Mirena I don't get my period anymore