I am 7 months pregnant now and have been off of dex for approx.  4 months.  The only side effects that I had were the sleep problems that you mentioned and CRAZY hair growth. .. and probably increased appetite, but I’m not sure that that was SOLELY related to the dex.  I can tell you though that I gained 20 lbs during the time I was on dex (approximately 1 1/2 months) and now even though I am pregnant I have lost all of that weight.  The docs really think that it just threw my body out of whack because the baby is devloping normally etc. . .  The thing about the sleep. . . I really tried to take the dex directly before I went to bed, I mean like sitting up in bed and taking it then going to sleep immediately.  It was the only thing that seemed like it worked - the other thing I can tell you is that it seemed like it got a lot better the longer I was on it.

Good luck!