Awful things. I don't tend to have major mood swings that make me want to hit Vince with a rolling pin. However, I do get more weepy.
The worst thing of all though is how it affects my body. Back ache, cramps (charmingly called dysmenorrhoea), severe headaches that only go away after taking powerful painkillers and sleeping (I was once off work all week with a menstrual headache that refused to go away). Sometimes the lower portion of my bottom/top of my thighs feel like I've been kicked by a donkey. My mum has a lovely expression about cramps: it feels like your womb is being pulled out with a crochet hook.
Last night was horrible as I had what I can only describe as toothache but in my legs from my hips down, the knee area being the most painful. How I longed for a bath. Thank god for hot wheat bags!
And if that isn't bad enough you get a slightly raised body temperature which means you get less sleep as you're too hot. Also, just to really piss you off, your sense of smell is heightened around this time - perfect for when having to deal with the blood-covered sanitary product of your choice. Apparently there are more choices of this than I thought.
Men - count yourself lucky you don't have to deal with all of this.