I've had 2 Mirena coils and when I had the original one fitted in 1998, I asked if it would have any side effects and was told it would not because most of the progesterone stays in the womb. However, I always had swollen, painful breasts and I never felt particularly good on it. When I stopped producing my own hormones, I developed migraines which (in my case) are only caused by synthetic progesterone so that would suggest that quite a bit gets into your overall system.
That said, many women get on very well with the Mirena but I think much depends on whether or not you are sensitive or intolerant to synthetic progesterone. Like most things, you won't know until you try it and it has to be worth a go.