I was on Dex for my second pregnancy and have been on it again now for 3 weeks with my third pregnancy.  YES, it definately makes you hungry.  I am eating like a horse and gaining weight.  The problem I am finding is that I don't seem to get that "full" feeling when I've had enough.  I can just keep on eating and eating and eating.  I am having a CVS next week and with lots of luck I will be able to stop taking the Dex a few weeks after that.  Last pregnancy, the eating thing and sleeplessness were the only side effects I suffered.  I have a bit of acne this time as well. 

Good luck, hopefully you will be able to come off the Dex soon!