Make sure you drop one pumping session at a time over several weeks (or start increasing the time between pumping sessions and decreasing the time you spend pumping during the session) so that you don't get mastitis.
As for other side effects: my hormones clearly went crazy. I didn't feel crazy, but I got night sweats for several weeks - the same kind I had in the few weeks after childbirth when my hormones were readjusting from pregnancy.
I also gained weight - this happened with both my kids within the month after weaning. For me, it seemed like making milk kept my metabolism high and I could eat anything when nursing without gaining weight. That ended with weaning. The 1st time, I gained 10 lbs in the first month before I realized what happened! The 2nd time, I knew it was coming and tried to adjust my diet right away and I only gained 5 lbs.
Finally, after each child, I ended up about a half cup size smaller than my pre-pregnancy bra size.