information is readily available. adults and older children get it in the shoulder, younger children and babies that need it get it in the thigh. it can cause typical allergic reactions if you're allergic to it, and if not then it can cause the usual - injection site swelling, headache, fever, nausea, muscle weakness.
it's essentially making you sick so your body can produce the anti-bodies before (or very shortly after) exposure.
it's recommended to get the vaccine as soon as is reasonable after a potential exposure (don't race at 120mph to get to the hospital, but don't just shrug it off). it's also recommended those who may be expose more often to keep up on it and boosters. this would include vets, wildlife rescue, zookeepers, etc.
that said, I haven't had it. my step-dad and my cousin both have. compared to other vaccines, my step-dad says it's not as bad as the smallpox vax made him feel, but worse than the flu shot. my cousin says it's just about as painful as the TB forearm injection, but that has a variable pain rating, so...
