Ah, Prozac.
I just started Prozac on Friday. Weight gain, low sex drive and sleep problems are pretty typical symptoms listed for *any* antidepressant. Not everyone will experience those side effects though. But seriously, I don't think I've been on a single antidepressant that doesn't have those side effects listed as possibilities.
Honestly, I may not be the best person to talk to because all I'm experiencing right now is nausea from it (don't take it on an empty stomach, eat first!). I'm also surprisingly awake (take this pill in the morning, it's got an 'upping' quality as compared to a sedating antidepressant). But I really have no complaints thus far.
Try it out for a month or two until it's actually stable in your system. It's a popular med because it actually works. If you're worried about weight gain, watch your diet especially when on antidepressants. If you have sleep troubles you could take a sleeping pill... not sure what to do about the sex drive thing, but I think there are probably meds for that as well.