I've been on fluoxetine before. The only potential persistent side-effect for me was weight gain (which may have been more to do with my diet being abysmal and me not getting out of bed for days than the fluoxetine; it's VERY unusual to gain weight on it, from what I have read - most people lose weight). I had headaches and some temporary increase in anxiety for a few days when starting/increasing doses but other than that, I felt OK on it. It totally eliminated anxiety for me, helped with sleep and helped with SH thoughts. Did less for my mood but looking at my mood diary, my mood was definitely better when I was on it.
Anything in particular that you are worried about with starting antidepressants?